논문KCI 등재
Boundedness and continuity of solutions for stochastic differential inclusions on infinite dimensional space
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Abstract
For the stochastic dierential inclusion on innite dimen-sional space of the formdX t 2 (X t)dWt + b(X t)dt;where ;b are set-valued maps, W is an innite dimensional Hilbert space valued Q-Wienerprocess, we prove the boundedness and continuity of solutions under theassumption that and b are closed convex set-valued satisfying the Lip-schitz property using approximation.
참고문헌 (8)
- "Nonlinear stochastic dierential inclusions on Banach space" (1994)
- "The viability theorem for stochastic dierential inclusions", 16(1), pp.115~ (1998)
- "Asymptotic behavior of solutions of stochastic dierential inclusions", 34(2), pp.204~210 (1998)
- "Stochastic equations in innite dimensions" (1992), Cambridge University Press
- "Existence results for viability problem associatedto nonconvex stochastic dierentiable inclusions", 17(4), pp.667~685 (1999)
- "Existence of viable solutions for a nonconvex stochastic dierential inclusion", 17(1-2), pp.107~131 (1997)
- "On the estimation of approximate solution for SDI", 20, pp.63~69 (2003)
- "The existence of solutions for stochastic dierential inclusion", 7(2), pp.205~212 (2002)
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