On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11425-013-4627-8.pdf
Reference13 articles.
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3. Cépa E. Problème de skorohod multivoque. Ann Probab, 1998, 26: 500–532
4. Cépa E, Jacquot S. Ergodicité d’inégalités variationnelles stochastiques. Stoch Stoch Reports, 1997, 63: 41–64
5. Lions P L, Sznitman A S. Stochastic differential euations with reflecting boundary conditions. Commun Pure Appl Anal, 1981, 37: 511–537
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