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On Wiener-Poisson Type Multivalued Stochastic Differential Equations with Non-Lipschitz Coefficients

作者:Jing; WUlipschitz系数随机微分方程泊松型lipschitz连续性集值维纳不变测度马氏性

摘要: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.

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数学学报

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