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

DOI10.1080/07362990802405711zbMATH Open1153.60038OpenAlexW1987103587MaRDI QIDQ3548435FDOQ3548435

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

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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)

Cites Work

• Variational Analysis
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• Integrals, conditional expectations, and martingales of multivalued functions
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• The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications
• The viability theorem for stochastic differential inclusions²
• Nonlinear stochastic differential inclusions on balance space
• Set-valued stochastic intergrals and stochastic inclutions¹
• On the solution of stochastic differential inclusion
• STOCHASTIC INCLUSIONS WITH MULTIVALUED INTEGRATORS
• A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales
• Convex selections of multifunctions and their applications
• Nonlinear functional random differential equations in Banach algebras

Cited In (5)

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

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