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Dirichlet Forms for Poisson Measures and Lévy Processes: The Lent Particle Method Read chapter Read first chapter

2011 | OriginalPaper | Chapter

Multi-valued Stochastic Differential Equations Driven by Poisson Point Processes

Authors : Jiagang Ren, Jing Wu

Published in: Stochastic Analysis with Financial Applications

Publisher: Springer Basel

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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.

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previous chapter Robust Stochastic Control and Equivalent Martingale Measures
next chapter Sensitivity Analysis for Jump Processes
Metadata
Title
Multi-valued Stochastic Differential Equations Driven by Poisson Point Processes
Authors
Jiagang Ren
Jing Wu
Copyright Year
2011
Publisher
Springer Basel
Book
Stochastic Analysis with Financial Applications

Print ISBN: 978-3-0348-0096-9

Electronic ISBN: 978-3-0348-0097-6

Copyright Year: 2011

DOI
https://doi.org/10.1007/978-3-0348-0097-6_13