Multi-valued Stochastic Differential Equations Driven by Poisson Point Processes
Multi-valued Stochastic Differential Equations Driven by Poisson Point Processes
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DOI：
10.1007/978-3-0348-0097-6_13
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发表时间：
2011
期刊：
影响因子：
--
通讯作者：
Jiagang Ren;Jing Wu
中科院分区：
文献类型：
--
作者：
Jiagang Ren;Jing Wu
证明了当多值极大单调算子的定义域为整个空间Rd时，Poisson点过程驱动的多值随机微分方程解的存在唯一性.
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.