ON SET-VALUED STOCHASTIC EQUATIONS AND STOCHASTIC INCLUSIONS DRIVEN BY A BROWNIAN SHEET

被引：0
作者：
Kozaryn, Maciej [1 ]
Michta, Mariusz [1 ,2 ]
机构：
[1] Univ Zielona Gora, Fac Math Comp Sci & Econometr, PL-65516 Zielona Gora, Poland
[2] Opole Univ, Inst Math & Informat, PL-45052 Opole, Poland
来源：
DYNAMIC SYSTEMS AND APPLICATIONS | 2013年 / 22卷 / 04期
关键词：
Random Field; Set-valued Stochastic Integral Equation; Stochastic Inclusion; DIFFERENTIAL-EQUATIONS; WEAK SOLUTIONS; TERM STRUCTURE; EXISTENCE; INTEGRALS; MARTINGALES; VIABILITY;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper we developed studies on set-valued stochastic integral equations in the plane. We establish their connections with the theory of stochastic inclusions. We show that every solution to set-valued stochastic equation possesses a continuous selection belonging to the set of solutions of associated stochastic inclusion. We also present some applications to the study of reachable sets of solutions to stochastic integral inclusions as well as their viability properties.
引用
收藏
页码：591 / 612
页数：22
相关论文
共 51 条
[1]  
Ahmed NU, 2007, DYNAM SYST APPL, V16, P13
[2]  
Ahmed N. U., 2002, Discussiones Mathematicae Differential Inclusions, Control and Optimization, V22, P125, DOI 10.7151/dmdico.1035
[3]  
Ahmed N. U., 1994, M DEKKER LECT NOTES, V160, P1
[4]   NONLINEAR STOCHASTIC DIFFERENTIAL-INCLUSIONS ON BANACH-SPACE [J].
AHMED, NU .
STOCHASTIC ANALYSIS AND APPLICATIONS, 1994, 12 (01) :1-10
[5]  
[Anonymous], [No title captured]
[6]  
[Anonymous], 2010, COMM STOCH ANAL
[7]  
Aubin J.P., 1990, SET VALUED ANAL, DOI 10.1007/978-0-8176-4848-0
[8]   The viability theorem for stochastic differential inclusions [J].
Aubin, JP .
STOCHASTIC ANALYSIS AND APPLICATIONS, 1998, 16 (01) :1-15
[9]   Employing stochastic differential equations to model wildlife motion [J].
Brillinger, DR ;
Preisler, HK ;
Ager, AA ;
Kie, JG ;
Stewart, BS .
BULLETIN OF THE BRAZILIAN MATHEMATICAL SOCIETY, 2002, 33 (03) :385-408
[10]   STOCHASTIC INTEGRALS IN PLANE [J].
CAIROLI, R ;
WALSH, JB .
ACTA MATHEMATICA, 1975, 134 (1-2) :111-183
123456