On solutions set of a multivalued stochastic differential equation

DOI10.21136/CMJ.2017.0072-15zbMath1458.60070WikidataQ115232702 ScholiaQ115232702MaRDI QIDQ5270951

Ravi P. Agarwal, Marek T. Malinowski

Publication date: 3 July 2017

Published in: Czechoslovak Mathematical Journal (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/146037

zbMATH Keywords

multivalued stochastic differential equation; Covitz-Nadler fixed point theorem; multivalued stochastic process

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34F05: Ordinary differential equations and systems with randomness

60H05: Stochastic integrals

60H20: Stochastic integral equations