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On existence,uniqueness and convergence of multi-valued stochastic diferential equations driven by continuous semimartingales
Authors:REN JiaGang  WU Jing  ZHANG Hua
Abstract:In this paper we study the existence and uniqueness of solutions of multi-valued stochastic diferential equations driven by continuous semimartingales when the coefcients are stochastically Lipschitz continuous.We also show the convergence results when the random coefcients or the diferentials converge.
Keywords:multi-valued stochastic diferential equation  semimartingale  existence  uniqueness  convergence
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