JOURNAL BROWSE
Search
Advanced SearchSearch Tips
THE CLOSED PROPERTY OF SET OF SOLUTIONS FOR STOCHASTIC DIFFERENTIAL INCLUSIONS
facebook(new window)  Pirnt(new window) E-mail(new window) Excel Download
 Title & Authors
THE CLOSED PROPERTY OF SET OF SOLUTIONS FOR STOCHASTIC DIFFERENTIAL INCLUSIONS
YUN, YONG-SIK;
  PDF(new window)
 Abstract
We consider the stochastic differential inclusion of the form , where , b are set-valued maps, B is a standard Brownian motion. We prove that the set of solutions is closed.
 Keywords
stochastic differential inclusion;Brownian motion;
 Language
English
 Cited by
 References
1.
N. U. Ahmed, Nonlinear stochastic difierential inclusions on Banach space, Stochastic Anal. Appl. 12 (1994), no. 1, 1-10 crossref(new window)

2.
J. P. Aubin and A. Cellina, Differential Inclusions, Springer-Verlag, Berlin, 1984

3.
J. P. Aubin and G. D. Prato, The viability theorem for stochastic differential inclusions, Stochastic Anal. Appl. 16 (1998), no. 1, 1-15 crossref(new window)

4.
N. Ikeda and S. Watanabe, Stochastic differential equations and diffusion pros- esses; North Holland-Kodansha, Tokyo, 1981

5.
A. A. Levakov, Asymptotic behavior of solutions of stochastic differential inclu- sions, Differ. Uravn. 34 (1998), no. 2, 204-210

6.
B. Truong-Van and X. D. H. Truong, Existence results for viability problem associated to nonconvex stochastic differential inclusions, Stochastic Anal. Appl. 17 (1999), no. 4, 667-685 crossref(new window)

7.
Y. S. Yun and I. Shigekawa, The existence of solutions for stochastic differential inclusion, Far East J. Math. Sci. 7 (2002), no. 2, 205-212

8.
Y. S. Yun, The boundedness of solutions for stochastic differential inclusions, Bull. Korean Math. Soc. 40 (2003), no. 1, 159-165 crossref(new window)

9.
Y. S. Yun, On the estimation of approximate solution for SDI, Korean Ann. Math. 20 (2003), 63-69