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Abstract:
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.
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Source :
TOHOKU MATHEMATICAL JOURNAL
ISSN: 0040-8735
Year: 2009
Issue: 3
Volume: 61
Page: 417-440
0 . 5 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
JCR Journal Grade:2
CAS Journal Grade:1
Cited Count:
WoS CC Cited Count: 22
SCOPUS Cited Count: 24
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 7
Affiliated Colleges: