This article is concerned with the weak convergence of invariant measures asso- ciated with multivalued stochastic differential equations in the finite dimensional space.
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 s...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.展开更多
The existence and uniqueness of solutions to the multivalued stochastic differential equations with non-Lipschitz coefficients are proved, and bicontinuous modifications of the solutions are obtained.
基金supported by NSFs of China(11471340 and 11461028)
文摘This article is concerned with the weak convergence of invariant measures asso- ciated with multivalued stochastic differential equations in the finite dimensional space.
基金Supported by China Postdoctoral Science Foundation(Grant No.2012M521637)National Natural Science Foundation of China(Grant No.11171358)Doctor Fund of Ministry of Education(Grant No.20100171110038)
文摘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.
基金supported by the National Natural Science Foundation of China (No.10871215).
文摘The existence and uniqueness of solutions to the multivalued stochastic differential equations with non-Lipschitz coefficients are proved, and bicontinuous modifications of the solutions are obtained.
