On solutions set of a multivalued stochastic differential equation

Title:

On solutions set of a multivalued stochastic differential equation

Creator:

Malinowski, Marek T and Agarwal, Ravi P

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:32d3bf7b-ea3f-4072-bb13-a708cc232d97
uuid:32d3bf7b-ea3f-4072-bb13-a708cc232d97
issn:0011-4642

Subject:

matematika, mathematics, vícehodnotová stochastická diferenciální rovnice, vícehodnotový stochastický proces, multivalued stochastic differential equation, Covitz-Nadler fixed point theorem, multivalued stochastic process, 13, and 51

Type:

model:article and TEXT

Format:

print, bez média, and svazek

Description:

We analyse multivalued stochastic differential equations driven by semimartingales. Such equations are understood as the corresponding multivalued stochastic integral equations. Under suitable conditions, it is shown that the considered multivalued stochastic differential equation admits at least one solution. Then we prove that the set of all solutions is closed and bounded., Marek T. Malinowski, Ravi P. Agarwal., and Obsahuje bibliografii

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

11-28

Source:

Czechoslovak Mathematical Journal | 2017 Volume:67 | Number:1

Harvested from:

CDK

Metadata only:

false