Existence Theorems for Solutions to Set-Valued Stochastic Differential Equations and Applications
نویسندگان
چکیده
منابع مشابه
Approximate Solutions of Set-Valued Stochastic Differential Equations
In this paper, we consider the problem of approximate solutions of set-valued stochastic differential equations. We firstly prove an inequality of set-valued Itô integrals, which is related to classical Itô isometry, and an inequality of set-valued Lebesgue integrals. Both of the inequalities play an important role to discuss set-valued stochastic differential equations. Then we mainly state th...
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ژورنال
عنوان ژورنال: Bulletin of Mathematical Sciences and Applications
سال: 2012
ISSN: 2278-9634
DOI: 10.18052/www.scipress.com/bmsa.1.1