On existence of solutions of multivalued stochastic differential equations with discontinuous coefficients

DOI10.1080/17442508.2013.775286zbMath1314.60120OpenAlexW2326077606MaRDI QIDQ2875265

Jing Wu

Publication date: 14 August 2014

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2013.775286

zbMATH Keywords

weak convergenceweak solutionstightnessKrylov's estimatemultivalued stochastic differential equationsSkorohod's theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Set-valued operators (47H04) Stochastic analysis (60H99)

Related Items (2)

On approximations of the Euler-Peano scheme for multivalued stochastic differential equations ⋮ Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients

Cites Work

• Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
• On multi-dimensional SDEs with locally integrable coefficients
• On stability and existence of solutions of SDEs with reflection at the boundary
• On Stochastic Differential Equations with Locally Unbounded Drift
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