논문KCI 등재
The boundedness of solutions for stochastic differential inclusions
2
조회
0
다운로드
0
인용
0
참고문헌
주제분류수학
초록
Abstract
We consider the stochastic differential inclusion of theform dX_tin sigma(t,X_t)dB_t+b(t,X_t)dt, where sigma, b areset-valued maps, B is a standard Brownian motion. We prove theboundedness of solutions under the assumption that sigma andb satisfy the local Lipschitz property and linear growth.
관련 논문AI추천
Boundedness and continuity of solutions for stochastic differential inclusions on infinite dimensional space유상욱, 윤용식대한수학회 · 대한수학회보2007 · 제44권 제4호The closed property of set of solutions for stochastic differential inclusionsYong Sik Yun대한수학회 · 대한수학회논문집2005 · 제20권 제1호On fuzzy stochastic differential equations김재희대한수학회 · 대한수학회지2005 · 제42권 제1호The uniqueness of the solutions for stochastic differential equations김영호장전수학회 · Proceedings of the Jangjeon Mathematical Society(장전수학회 논문집)2011 · 제14권 제4호A note on exponential almost sure stability of stochastic differential equationDichuan Yang, Qingshuo Song, Xuerong Mao대한수학회 · 대한수학회보2014 · 제51권 제1호On the existence and uniqueness of solution of stochastic differential system driven by G-Brownian motionEL-HACENE CHALABI, HACENE BOUTABIA장전수학회 · Advanced Studies in Contemporary Mathematics2019 · 제29권 제4호
이 간행물의 다른 논문 (15건)
Elementary topics on weak polygroupsB. Davvazpp. 1-8Mappings of conservative distancesSoon-Mo Jungpp. 9-15$\Bbb Z_p$-equivariant Spin$^c$-structuresYoon Hi Hong, Yong Seung Chopp. 17-28$GL_n - $ Decomposition of the Schur Complex $S_r ( \wedge^2 \varphi)$Young H. Kim, Seoung J. Won, Eun J. Choi, Hyoung J. Kopp. 29-51On the stability of the Jensen's equation in a Hilbert moduleWon-Gil Park, Chun-Gil Parkpp. 53-61