On existence,uniqueness and convergence of multi-valued stochastic diferential equations driven by continuous semimartingales |
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Authors: | REN JiaGang WU Jing ZHANG Hua |
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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. |
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Keywords: | multi-valued stochastic diferential equation semimartingale existence uniqueness convergence |
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