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math.PR2019
Discretizations of Stochastic Evolution Equations in Variational Approach Driven by Jump-Diffusion
Sima Mehri, Erfan Salavati, Bijan Z. Zangeneh
Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed…
math.PR2019★ 1 cited
A Stochastic Gronwall Lemma and Well-Posedness of Path-Dependent SDEs Driven by Martingale Noise
Sima Mehri, Michael Scheutzow
We show existence and uniqueness of solutions of stochastic path-dependent differential equations driven by cadlag martingale noise under joint local monotonicity and coercivity as…
math.PR2019★ 24 cited
Weak Solutions to Vlasov-McKean Equations under Lyapunov-Type Conditions
Sima Mehri, Wilhelm Stannat
We present a Lyapunov type approach to the problem of existence and uniqueness of general law-dependent stochastic differential equations. In the existing literature most results c…