On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients
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Publication:1944845
DOI10.1007/s10114-012-1164-2zbMath1316.60101OpenAlexW2159417485MaRDI QIDQ1944845
Publication date: 28 March 2013
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-012-1164-2
global solutioninvariant measurelocal uniquenessPoisson point processMarkov propertytransition semigrouplocal solutionmultivalued stochastic differential equations
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Cites Work
- Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
- Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
- Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
- Reflected diffusion processes with jumps
- Multivalued Skorohod problem
- Quasi-sure product variation of two-parameter smooth martingales on the Wiener space
- Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
- Lévy Processes and Stochastic Calculus
- Second order PDE's in finite and infinite dimension
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