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

DOI10.1007/s11425-013-4627-8zbMath1309.60063OpenAlexW1989978036MaRDI QIDQ476744

Hua Zhang, Jing Wu, Jiangang 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

zbMATH Keywords

convergenceexistenceuniquenesssemimartingalemulti-valued stochastic differential equations

Mathematics Subject Classification ID

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

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Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes ⋮ Large deviation for mean-field stochastic differential equations with subdifferential operator

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