Explicit solutions for multivalued stochastic differential equations

DOI10.1016/j.spl.2008.01.098zbMath1173.60329OpenAlexW1994418115MaRDI QIDQ951164

Siyan Xu

Publication date: 30 October 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.098

zbMATH Keywords

ordinary differential equationmultivalued ordinary differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (5)

A maximum principle for the stochastic variational inequalities ⋮ Large deviations for multivalued stochastic differential equations ⋮ Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations ⋮ DENJOY'S APPROXIMATE CONTINUITY FOR THE SOLUTIONS OF MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS ⋮ A transfer principle for multivalued stochastic differential equations

Cites Work

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• Multivalued Skorohod problem
• NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
• A Comparison Theorem for Solutions of Stochastic Differential Equations and its Applications

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