  We study multivalued stochastic differential equations (MSDEs) with maximal
monotone operators driven by semimartingales with jumps. We discuss in detail
some methods of approximation of solutions of MSDEs based on discretization of
processes and Yosida approximation of the monotone operator. We also study the
general problem of stability of solutions of MSDEs with respect to the
convergence of driving semimartingales.
