On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients

被引：5

作者：

Wu, Jing ^{[1
]}

机构：

[1] Sun Yat Sen Univ, Sch Math & Computat Sci, Guangzhou 510275, Guangdong, Peoples R China

来源：

ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2013年 / 29卷 / 04期

基金：

中国博士后科学基金; 中国国家自然科学基金;

关键词：

Multivalued stochastic differential equation; poisson point process; local solution; local uniqueness; global solution; invariant measure; JUMPS;

D O I：

10.1007/s10114-012-1164-2

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we prove local uniqueness for multivalued stochastic differential equations with Poisson jumps. Then existence and uniqueness of global solutions is obtained under the conditions that the coefficients satisfy locally Lipschitz continuity and one-sided linear growth of b. Moreover, we also prove the Markov property of the solution and the existence of invariant measures for the corresponding transition semigroup.

引用

页码：675 / 690

页数：16

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