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Multi-valued Stochastic Differential Equations Driven by Poisson Point Processes

  • Jiagang RenEmail author
  • Jing Wu
Conference paper
Part of the Progress in Probability book series (PRPR, volume 65)

Abstract

We prove the existence and uniqueness of solutions of multi-valued stochastic differential equations driven by Poisson point processes when the domain of the multi-valued maximal monotone operator is the whole space Rd.

Keywords

Multi-valued stochastic differential equation Skorohod problem Lévy processes Maximal monotone operator random time change Helly’sfirst theorem. 

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Copyright information

© Springer Basel AG 2011

Authors and Affiliations

  1. 1.School of Mathematics and Computational ScienceSun Yat-sen UniversityGuangzhouP.R. China

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