In this paper we propose two different primal-dual splitting algorithms for solving inclusions involving mixtures of composite and parallel-sum type monotone operators which rely on an inexact Douglas-Rachford splitting method, however applied in different underlying Hilbert spaces. Most importantly, the algorithms allow to process the bounded linear operators and the set-valued operators occur...

We show the existence result of viable solutions to the differential inclusion ẋ(t) ∈ G(x(t)) + F (t, x(t)) x(t) ∈ S on [0, T ], where F : [0, T ] × H → H (T > 0) is a continuous set-valued mapping, G : H → H is a Hausdorff upper semi-continuous set-valued mapping such that G(x) ⊂ ∂g(x), where g : H → R is a regular and locally Lipschitz function and S is a ball, compact subset in a separable H...

In this paper, a new system of nonlinear set-valued variational inclusions involving (H, η)-monotone mappings in Hilbert spaces is introduced and studied. By using the resolvent operator method associated with (H, η)-monotone mappings, an existence theorem of solutions for this kind of system of nonlinear set-valued variational inclusion is established and a new iterative algorithm is suggested...

We discuss the class of models for the term structure of forward interest rates when the dynamics involve the following stochastic evolution equation: dX(t) = [ AX(t) + F (t) ] dt+BdW (t), X(0) = X0, where X takes values in a separable Hilbert space H. Here A is the generator of a semigroup, B : H → H is a bounded linear operator, W (·) is an H-valued cylindrical Wiener process. This model incl...

A Banach spaceX with the property that every absolutely continuousX−valued function is almost everywhere differentiable is said to be a Radon-Nikodym space [7, pp. 217–219] or [2, 13] (see also [3]). For example, every reflexive Banach space (in particular, every Hilbert space) is a Radon-Nikodym space, but the space L∞ [0, 1] of all K−valued, essentially bounded functions defined on the interv...