BOUNDEDNESS AND CONTINUITY OF SOLUTIONS FOR STOCHASTIC DIFFERENTIAL INCLUSIONS ON INFINITE DIMENSIONAL SPACE

Title & Authors
BOUNDEDNESS AND CONTINUITY OF SOLUTIONS FOR STOCHASTIC DIFFERENTIAL INCLUSIONS ON INFINITE DIMENSIONAL SPACE
Yun, Yong-Sik; Ryu, Sang-Uk;

Abstract
For the stochastic differential inclusion on infinite dimensional space of the form $\small{dX_t{\in}\sigma(X_t)dW_t+b(X_t)dt}$, where $\small{{\sigma}}$, b are set-valued maps, W is an infinite dimensional Hilbert space valued Q-Wiener process, we prove the boundedness and continuity of solutions under the assumption that $\small{{\sigma}}$ and b are closed convex set-valued satisfying the Lipschitz property using approximation.
Keywords
stochastic differential inclusion;Wiener process;
Language
English
Cited by
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