Existence of solutions of nonlinear stochastic integrodifferential inclusions in a Hilbert space (Q815271)

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Existence of solutions of nonlinear stochastic integrodifferential inclusions in a Hilbert space
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    Existence of solutions of nonlinear stochastic integrodifferential inclusions in a Hilbert space (English)
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    16 February 2006
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    The existence of mild solutions for nonlinear stochastic integro-differential inclusions in a Hilbert space of the type \[ \begin{multlined} dx(t) \in \biggl(Ax(t)+\int_0^t K(s,t)x(s)ds+f(t,x(t))\biggr)\,dt \\+ \biggl(Bx(t)+\int_0^t T(s,t)x(s)ds+G(t,x(t))\biggr)\,dw(t) \end{multlined} \] is studied. Here \(w\) is a Hilbert space-valued Brownian motion. The proof relies on Martelli's fixed point theorem. The result is illustrated with an example.
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    multivalued map
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    Martelli's fixed point theorem
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