Existence of Solutions of Nonlinear Neutral Stochastic Differential Inclusions in a Hilbert Space (Q4678750)
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scientific article; zbMATH DE number 2171202
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| English | Existence of Solutions of Nonlinear Neutral Stochastic Differential Inclusions in a Hilbert Space |
scientific article; zbMATH DE number 2171202 |
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Existence of Solutions of Nonlinear Neutral Stochastic Differential Inclusions in a Hilbert Space (English)
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23 May 2005
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multi-valued map
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neutral differential equations
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stochastic differential inclusion
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Martelli fixed point theorem
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0.9252549409866332
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0.92284893989563
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0.9097644090652466
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0.90083646774292
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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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