On the solutions of set-valued Stochastic differential equations in M-type 2 Banach spaces
Zhang, Jinping ; Li, Shoumei ; Mitoma, Itaru ; Okazaki, Yoshiaki
Tohoku Math. J. (2), Tome 61 (2009) no. 1, p. 417-440 / Harvested from Project Euclid
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In a certain Banach space called an M-type 2 Banach space (including Hilbert spaces), we consider a set-valued stochastic differential equation with a set-valued drift term and a single valued diffusion term, under the Lipschitz continuity conditions, and we prove the existence and uniqueness of strong solutions which are continuous in the Hausdorff distance.
Publié le : 2009-05-15
Classification:  M-type 2 Banach space,  integrals of set-valued stochastic processes,  set-valued stochastic differential equation,  65C30,  26E25,  54C65 
@article{1255700202,
     author = {Zhang, Jinping and Li, Shoumei and Mitoma, Itaru and Okazaki, Yoshiaki},
     title = {On the solutions of set-valued Stochastic differential equations in M-type 2
				Banach spaces},
     journal = {Tohoku Math. J. (2)},
     volume = {61},
     number = {1},
     year = {2009},
     pages = { 417-440},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1255700202}
}

Zhang, Jinping; Li, Shoumei; Mitoma, Itaru; Okazaki, Yoshiaki. On the solutions of set-valued Stochastic differential equations in M-type 2
				Banach spaces. Tohoku Math. J. (2), Tome 61 (2009) no. 1, pp.  417-440. http://gdmltest.u-ga.fr/item/1255700202/