On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients
type: Item
instance of: scholarly article
title: On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients
zbMATH Open document ID: 1316.60101
author: Jing Wu
publication date: 2013-03-28T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H99
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60J35
Mathematics Subject Classification ID: 37L40
zbMATH DE Number: 6149088
zbMATH Keywords: multivalued stochastic differential equations
zbMATH Keywords: Poisson point process
zbMATH Keywords: local solution
zbMATH Keywords: local uniqueness
zbMATH Keywords: global solution
zbMATH Keywords: invariant measure
zbMATH Keywords: Markov property
zbMATH Keywords: transition semigroup
MaRDI profile type: Publication
full work available at URL: s10114-012-1164-2
OpenAlex ID: W2159417485
cites work: Reflected diffusion processes with jumps
cites work: Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
cites work: Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
cites work: Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
cites work: Multivalued Skorohod problem
cites work: Second order PDE's in finite and infinite dimension
cites work: Lévy Processes and Stochastic Calculus
cites work: Quasi-sure product variation of two-parameter smooth martingales on the Wiener space
cites work: Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
DOI: 10.1007/S10114-012-1164-2
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published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 6149088