Bulletin of the Korean Mathematical Society (대한수학회보)

Korean Mathematical Society (대한수학회)
권호 표지
DOI QR코드

DOI QR Code

THE BOUNDEDNESS OF SOLUTIONS FOR STOCHASTIC DIFFERENTIAL INCLUSIONS

  • Yun, Yong-Sik (Research Institute For Basic Science And Deparment Of Information And Mathematics, College Of Natural Sciences, Cheju National University)
  • Published : 2003.02.01
Download PDF
⟨ Previous Next ⟩

Abstract

We consider the stochastic differential inclusion of the form $dX_t\;\in\;\sigma(t,\;X_t)db_t+b(t,\;X_t)dt$, where $\sigma$, b are set-valued maps, B is a standard Brownian motion. We prove the boundedness of solutions under the assumption that $\sigma$ and b satisfy the local Lipschitz property and linear growth.

Keywords

References

  1. Sto-chastic Anal. Appl. v.12 no.1 Nonlinear stochastic differential inclusions on Banach space N. U. Ahmed https://doi.org/10.1080/07362999408809334
  2. Differential Inclusions J. P. Aubin;A. Cellina
  3. Stochastic Anal. Appl. v.16 no.1 The viability theorem for stochastic differential inclusions J. P. Aubin;G. D. Prato https://doi.org/10.1080/07362999808809512
  4. Stochastic differential equations and diffusion prosesses N. Ikeda;S. Watanabe
  5. Differ. Uravn. v.34 no.2 Asymptotic behavior of solutions of stochastic differential inclusions A. A. Levakov
  6. Far East J. Math. Sci. The existence of solutions for stochastic differential inclusion Y. S. Yun;I. Shigekawa
  7. Stochastic Anal. Appl. v.17 no.4 Existence resultis for viability problem associated to nonconvex stochastic differential inclusions B. Truong-Van;X. D. H. Truong https://doi.org/10.1080/07362999908809628

Cited by

  1. Construction of peculiar diffusion process having Gaussian marginals vol.45, pp.15, 2016, https://doi.org/10.1080/03610926.2014.922984