Monotone operators in stochastic set-valued equations

被引:2
|
作者
Motyl, J [1 ]
机构
[1] Tech Univ Zielona Gora, Inst Math, PL-65246 Zielona Gora, Poland
关键词
Ito equation; dissipative set-valued function; stochastic contingent set;
D O I
10.1016/S0362-546X(01)00155-9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let F and G be set-valued functions. Under certain measurability conditions there exist set-valued stochastic integrals integral (t)(s) Fd tau, and integral (t)(s) GdW tau as Aumann's type integrals. Given such integrals we study a stochastic inclusion of the form: x(t) - x(s) is an element of integral (t)(s) F(x)(tau)d tau + integral (t)(s) G(x)(tau)dW(tau). We find sufficient conditions for the existence of strong solutions to the inclusion which differ both from Lipschitz and Pardoux "monotone" conditions. Secondary, the viability property for such a type inclusion will be discussed.
引用
下载
收藏
页码:49 / 55
页数:7
相关论文
共 50 条
  • [21] Approximate solutions in set-valued optimization problems with applications to maximal monotone operators
    Malek Abbasi
    Mahboubeh Rezaei
    Positivity, 2020, 24 : 779 - 797
  • [22] A new system of set-valued variational inclusions with H-monotone operators
    Yan, WY
    Fang, YP
    Huang, NJ
    MATHEMATICAL INEQUALITIES & APPLICATIONS, 2005, 8 (03): : 537 - 546
  • [23] Set-Valued Stochastic Equation with Set-Valued Square Integrable Martingale
    Li, Jun-Gang
    Zheng, Shi-Qing
    4TH ANNUAL INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND APPLICATIONS (ITA 2017), 2017, 12
  • [24] On set-valued stochastic integrals
    Jung, EJ
    Kim, JH
    STOCHASTIC ANALYSIS AND APPLICATIONS, 2003, 21 (02) : 401 - 418
  • [25] Set-valued and fuzzy stochastic differential equations driven by semimartingales
    Malinowski, Marek T.
    Michta, Mariusz
    Sobolewska, Joanna
    NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2013, 79 : 204 - 220
  • [26] A CALCULUS FOR SET-VALUED MAPS AND SET-VALUED EVOLUTION-EQUATIONS
    ARTSTEIN, Z
    SET-VALUED ANALYSIS, 1995, 3 (03): : 213 - 261
  • [27] Set-valued assessments of solutions to stochastic differential equations with random set parameters
    Schmelzer, Bernhard
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2013, 400 (02) : 425 - 438
  • [28] The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
    Malinowski, Marek T.
    Michta, Mariusz
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2013, 408 (02) : 733 - 743
  • [29] Atoms of monotone set-valued measures and integrals
    Wu, Jian-Rong
    Kai, Xue-Wen
    Li, Jiao-Jiao
    FUZZY SETS AND SYSTEMS, 2016, 304 : 131 - 139
  • [30] Set-valued stochastic integrals and stochastic inclusions
    Kisielewicz, M
    STOCHASTIC ANALYSIS AND APPLICATIONS, 1997, 15 (05) : 783 - 800