Stochastic representation of partial differential inclusions

Stochastic differential inclusions of semimonotone type in Hilbert spaces

In this paper, we study the existence of generalized solutions for the infinite dimensional nonlinear stochastic differential inclusions $dx(t) in F(t,x(t))dt +G(t,x(t))dW_t$ in which the multifunction $F$ is semimonotone and hemicontinuous and the operator-valued multifunction $G$ satisfies a Lipschitz condition. We define the It^{o} stochastic integral of operator set-valued stochastic pr...

Stochastic Approximations and Differential Inclusions

The dynamical systems approach to stochastic approximation is generalized to the case where the mean differential equation is replaced by a differential inclusion. The limit set theorem of Benäım and Hirsch is extended to this situation. Internally chain transitive sets and attractors are studied in detail for set-valued dynamical systems. Applications to game theory are given, in particular to...

stochastic differential inclusions of semimonotone type in hilbert spaces

in this paper, we study the existence of generalized solutions for the infinite dimensional nonlinear stochastic differential inclusions $dx(t) in f(t,x(t))dt +g(t,x(t))dw_t$ in which the multifunction $f$ is semimonotone and hemicontinuous and the operator-valued multifunction $g$ satisfies a lipschitz condition. we define the it^{o} stochastic integral of operator set-valued stochastic pr...

Stochastic Partial Differential Equations

Existence of Solutions to Impulsive Fractional Partial Neutral Stochastic Integro-differential Inclusions with State-dependent Delay

We study the existence of mild solutions for a class of impulsive fractional partial neutral stochastic integro-differential inclusions with statedependent delay. We assume that the undelayed part generates a solution operator and transform it into an integral equation. Sufficient conditions for the existence of solutions are derived by using the nonlinear alternative of Leray-Schauder type for...