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The closed property of set of solutions for stochastic differential inclusions

Yong Sik Yun
대한수학회 (The Korean Mathematical Society)|2005.01|대한수학회논문집 (Communications of the KMS)|제20권 제1호|pp. 135-144

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참고문헌

주제분류수학

초록

Abstract

We consider the stochastic dierential inclusion of the form dXt 2 ¾(t;Xt)dBt+b(t;Xt)dt; where ¾; b are set-valued maps, B is a standard Brownian motion. We prove that the set of solu-tions is closed.

참고문헌 (7)

  1. "Nonlinear stochastic di？？erential inclusions on Banach space", 12(1), pp.1~10 (1994)
  2. "The viability theorem for stochastic di？？erential inclusions", 16(1), pp.1~15 (1998)
  3. "Asymptotic behavior of solutions of stochastic di？？erential inclu-sions", 34(2), pp.204~210 (1998)
  4. "Existence results for viability problem associated to nonconvex stochastic di？？erential inclusions", 17(4), pp.667~685 (1999)
  5. "The existence of solutions for stochastic di？？erentialinclusion", 7(2), pp.205~212 (2002)
  6. "The boundedness of solutions for stochastic di？？erential inclusions", 40(1), pp.159~165 (2003)
  7. "On the estimation of approximate solution for SDI", 20, pp.63~69 (2003)

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