Existence of Solutions of Nonlinear Neutral Stochastic Differential Inclusions in a Hilbert Space
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The authors consider the following nonlinear neutral stochastic differential inclusion in a Hilbert space \[ d(X(t)-f(t,X_t)) \in AX(t)dt+G(t,X_t)dB(t). \] Here, \(X_t\) denotes the solution segment at time \(t\), \(f\) is a sufficiently regular nonlinear function, \(B\) is a Hilbert-space-valued Brownian motion, \(A\) is the infinitesimal generator of a strongly continuous semigroup and \(G\) is a suitable set-valued mapping. The main result is that this equation has -- under certain regularity conditions -- a mild solution. The main mathematical tool used in the proof is Martelli's fixed-point theorem. Finally, an example of a neutral stochastic reaction-diffusion inclusion is discussed.
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Cited in
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- Existence and stability of solutions for nonautonomous stochastic functional evolution equations
- Existence of a mild solution for a neutral stochastic fractional integro-differential inclusion with a nonlocal condition
- Moment stability via resolvent operators of fractional stochastic differential inclusions driven by fractional Brownian motion
- Existence of solutions of semilinear stochastic delay evolution inclusions in a Hilbert space
- A note concerning to approximate controllability of Atangana-Baleanu fractional neutral stochastic systems with infinite delay
- Existence and uniqueness results for a class of fractional stochastic neutral differential equations
- Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition
- Existence of solutions for a impulsive nonlocal stochastic functional integrodifferential inclusion in Hilbert spaces
- Existence results for quasilinear random impulsive abstract differential inclusions in Hilbert space
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- Existence of Solution of Nonlinear Neutral Stochastic Differential Inclusions with Infinite Delay
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- Existence of mild solutions for impulsive fractional stochastic differential inclusions with state-dependent delay
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- Existence of solutions of nonlinear stochastic integrodifferential inclusions in a Hilbert space
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