Existence of solutions of stochastic differential inclusions with standard and fractional Brownian motions

DOI10.1134/S0012266115080030zbMATH Open1329.60184MaRDI QIDQ897029FDOQ897029

Authors: A. A. Levakov, M. M. Vas'kovskii 

Publication date: 16 December 2015

Published in: Differential Equations (Search for Journal in Brave)

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zbMATH Keywords

fractional Brownian motionstochastic differential inclusionsstandard Browniam motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99)

Cites Work

• Differential equations driven by fractional Brownian motion
• Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
• Set-valued analysis
• A stochastic filippov theorem
• The viability theorem for stochastic differential inclusions²
• Title not available (Why is that?)
• Title not available (Why is that?)
• Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients
• Weak Compactness of Solution Sets to Stochastic Differential Inclusions with Non-Convex Right-Hand Sides

Cited In (16)

• Inclusions with derivatives in mean for processes of geometric Brownian motion-type and their applications
• Existence theorems for solutions of stochastic differential equations with discontinuous right-hand sides
• On a set-valued Young integral with applications to differential inclusions
• Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise
• Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions
• Young and rough differential inclusions
• Properties of solutions of stochastic differential equations with standard and fractional Brownian motions
• Selection properties and set-valued Young integrals of set-valued functions
• Existence and uniqueness of strong solutions of mixed-type stochastic differential equations driven by fractional Brownian motions with Hurst exponents \(H>1/4 \)
• Stability of linear stochastic differential equations of mixed type with fractional Brownian motions
• The existence of the density for the solution of stochastic differential equation driven by fractional Brownian motion with Markovian switching
• Stability and attraction of solutions of nonlinear stochastic differential equations with standard and fractional Brownian motions
• Existence and uniqueness of solutions of differential equations weakly controlled by rough paths with an arbitrary positive Hölder exponent
• Impulsive fractional stochastic differential inclusions driven by sub-Fractional Brownian motion with infinite delay and sectorial operators
• Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than 1/3
• Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients

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