Abstract
Constrained stochastic equations in Marcus canonical form
We establish the well-posedness of SDEs and SPDEs with constraints in the Marcus canonical form driven by a Levy process. As a byproduct, we prove a Wong-Zakai type approximation theorem showing that solutions to these SDEs and SPDEs can be approximated by solutions to the corresponding equations driven by compound Levy processes. This is a joint work with Z. Brzezniak (York) and S. Peszat (Krakow).