On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales

DOI10.1007/S11425-013-4627-8zbMATH Open1309.60063OpenAlexW1989978036MaRDI QIDQ476744FDOQ476744

Authors: Jing Wu, Hua Zhang, Jiagang Ren 

Publication date: 2 December 2014

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-013-4627-8

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zbMATH Keywords

convergencesemimartingaleexistenceuniquenessmulti-valued stochastic differential equations

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Monotone operators and generalizations (47H05) Stochastic analysis (60H99)

Cites Work

• Stochastic differential equations with reflecting boundary conditions
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• A transfer principle for multivalued stochastic differential equations
• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• Multivalued Skorohod problem
• Ergodicité d'inégalités variationnelles stochastiques
• On regularity of invariant measures of multivalued stochastic differential equations
• The Generator of the Transition Semigroup Corresponding to a Stochastic Variational Inequality
• Large deviations for multivalued stochastic differential equations
• Skorohod problem and multivalued stochastic evolution equations in Banach spaces
• Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations

Cited In (4)

• Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes
• Title not available (Why is that?)
• Large deviation for mean-field stochastic differential equations with subdifferential operator
• Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition

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