The Upper and Lower Solutions Method for Stochastic Inclusions with Discontinuous Multivalued Mappings

DOI10.1080/07362990802405711MaRDI QIDQ3548435zbMATHOpenAlexFDO

Authors Mariusz Michta

Publication date 12 December 2008

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990802405711

zbMATH Keywords

fixed pointsstochastic inclusionupper and lower solutionincreasing and upper separated multifunction

Mathematics Subject Classification ID

Controllability (93B05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Stochastic integral equations (60H20)

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Cites work

• scientific article; zbMATH DE number 3855514 (Why is no real title available?)
• scientific article; zbMATH DE number 3933858 (Why is no real title available?)
• scientific article; zbMATH DE number 45955 (Why is no real title available?)
• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales
• Convex selections of multifunctions and their applications
• Integrals, conditional expectations, and martingales of multivalued functions
• Nonlinear functional random differential equations in Banach algebras
• Nonlinear stochastic differential inclusions on balance space
• On the solution of stochastic differential inclusion
• STOCHASTIC INCLUSIONS WITH MULTIVALUED INTEGRATORS
• Set-valued stochastic intergrals and stochastic inclutions¹
• The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications
• The viability theorem for stochastic differential inclusions²
• Variational Analysis

Cited in

(5)

• Stochastic inclusions with non-continuous set-valued operators
• The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications
• Stochastic retarded inclusion with Carathéodory-upper separated multifunctions
• Set-valued stochastic integral equations driven by martingales
• Remarks on unboundedness of set-valued Itô stochastic integrals

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