Multivalued monotone stochastic differential equations with jumps
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Publication:2977582
DOI10.1142/S0219493717500186zbMath1362.60057arXiv1401.3681MaRDI QIDQ2977582
Lucian Maticiuc, Leszek Slominski, Aurel Răşcanu
Publication date: 18 April 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.3681
maximal monotone operatorsjumpssemimartingalesmultivalued stochastic differential equationsYosida approximations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Ordinary differential inclusions (34A60) Ordinary differential equations and systems with randomness (34F05) Stochastic integral equations (60H20)
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Backward stochastic differential equations with two barriers and generalized reflection, New characterizations of the \(S\) topology on the Skorokhod space
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