Stochastic inclusions with non-continuous set-valued operators (Q2380940)

The author proves the existence of at least one strong solution to so-called ``stochastic inclusion'' equations whose coefficients are assumed to be only increasing and ``upper separated'' set-valued functions. This existence result is given in Theorem 3.1 whose proof relies on Lemma 3.2 and Lemma 3.3. In Lemma 3.2, the author shows that (under some regularity conditions on the coefficients) if lower and upper local solutions exist, then there exists a unique strong local solution in between this lower and upper solution. Lemma 3.3 is somehow a weaker version of Lemma 3.2 where under less restrictive conditions on the coefficients one still gets the existence of a local solution ``between'' the lower and the upper one but the uniqueness cannot be proved anymore.