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.
Citation
Jinping Zhang. Shoumei Li. Itaru Mitoma. Yoshiaki Okazaki. "On the solutions of set-valued Stochastic differential equations in M-type 2 Banach spaces." Tohoku Math. J. (2) 61 (3) 417 - 440, 2009. https://doi.org/10.2748/tmj/1255700202
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