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

DOI10.1134/S0012266115080030MaRDI QIDQ897029zbMATHFDO

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

Publication date 16 December 2015

Published in Differential Equations (Search for Journal in Brave)

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)

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Cites work

• scientific article; zbMATH DE number 1188168 (Why is no real title available?)
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• A stochastic filippov theorem
• Differential equations driven by fractional Brownian motion
• Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients
• Set-valued analysis
• Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
• The viability theorem for stochastic differential inclusions²
• Weak Compactness of Solution Sets to Stochastic Differential Inclusions with Non-Convex Right-Hand Sides

Cited in

(17)

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

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