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
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.
