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On solutions set of a multivalued stochastic differential equation
Authors:
- Marek T. Malinowski,
- Ravi P. Agarwal
Abstract
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.
- Record ID
- CUT77001c2dd8c848bab6e67a00943524b8
- Publication categories
- ;
- Author
- Journal series
- Czechoslovak Mathematical Journal, ISSN 0011-4642, e-ISSN 1572-9141
- Issue year
- 2017
- Vol
- 67 (142)
- No
- 1
- Pages
- 11-28
- Other elements of collation
- Bibliografia (na s.) - 27-28; Bibliografia (liczba pozycji) - 29; Oznaczenie streszczenia - Abstr.; Numeracja w czasopiśmie - Vol. 67 (142), Iss. 1
- Keywords in English
- multivalued stochastic differential equation, Covitz-Nadler fixed point theorem, multivalued stochastic process
- DOI
- DOI:10.21136/CMJ.2017.0072-15 Opening in a new tab
- URL
- https://link.springer.com/article/10.21136/CMJ.2017.0072-15 Opening in a new tab
- Language
- eng (en) English
- Score (nominal)
- 15
- Additional fields
- Indeksowana w: Web of Science, Scopus
- Uniform Resource Identifier
- https://cris.pk.edu.pl/info/article/CUT77001c2dd8c848bab6e67a00943524b8/
- URN
urn:pkr-prod:CUT77001c2dd8c848bab6e67a00943524b8
* presented citation count is obtained through Internet information analysis, and it is close to the number calculated by the Publish or PerishOpening in a new tab system.