ON SOLUTIONS TO STOCHASTIC SET DIFFERENTIAL EQUATIONS OF ITO TYPE UNDER THE NON-LIPSCHITZIAN CONDITION

被引：0
作者：
Fei, Weiyin [1 ]
Xia, Dengfeng [1 ]
机构：
[1] Anhui Polytech Univ, Sch Math & Phys, Wuhu 241000, Anhui, Peoples R China
来源：
DYNAMIC SYSTEMS AND APPLICATIONS | 2013年 / 22卷 / 01期
基金：
中国国家自然科学基金; 安徽省自然科学基金;
关键词：
INCLUSIONS; INTEGRALS; SPACES; COEFFICIENTS; CONVERGENCE; MARTINGALES; EXISTENCE; THEOREMS;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper makes a research into a class of stochastic set differential equations (SSDEs) disturbed by l-dimensional Brownian motion with non-Lipschitzian coefficients. The solutions of SSDEs are set-valued stochastic processes. Thus, the existence and uniqueness of solutions to SSDEs with non-Lipschitzian coefficients is first proven. And their continuous dependence on initial conditions and a stability property are then investigated. The main mathematical tool is the Bihari's inequality.
引用
收藏
页码：137 / 155
页数：19
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