Stochastic inclusions with non-continuous set-valued operators
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.
- The Upper and Lower Solutions Method for Stochastic Inclusions with Discontinuous Multivalued Mappings
- scientific article; zbMATH DE number 1202471
- Strong solutions of stochastic differential inclusions with unbounded right-hand side in a Hilbert space
- Weak solutions to a stochastic inclusion with multivalued integrators
- Note on strong solutions of a stochastic inclusion
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