On the problem of stochastic differential inclusions. (English. Russian original) Zbl 0724.60066
Translation from Teor. Sluch. Protsess. 15, 54–59 (Russian) (1987; Zbl 0675.60050).
MSC:
| 60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
| 47H05 | Monotone operators and generalizations |
Keywords:
stochastic differential inclusion; maximal monotone set-valued map; existence theorem; Yosida approximationsCitations:
Zbl 0675.60050References:
| [1] | N. V. Krylov and B. L. Rozovskii, ?On evolution stochastic equations,?Sovr. Probl. Mat., VINITI, 72?149 (1979). |
| [2] | I. V. Fedorenko, ?On the problem of existence, uniqueness, and continuous dependence on initial conditions for solutions of stochastic differential equations.? Krasnodar, 1984. Manuscript sent to VINITI, 27 March 1984, No. 2559-84. |
| [3] | V. Barbu,Nonlinear Semigroups and Differential Equations in Banach Spaces, Noordhoff, Leyden (1976). · Zbl 0328.47035 |
| [4] | E. Pardoux,Equations et Dérivées Partielles Stochastiques Nonlinéaires Monotones. Etude de Solutions Fortes du Type Itô, Orsay, Paris-Sud (1975). |
| [5] | S. Watanabe and T. Jamada, ?On the uniqueness of solutions of stochastic differential equations II,?J. Math. Kyoto Univ.,11, No. 3, 553?562 (1971). · Zbl 0229.60039 · doi:10.1215/kjm/1250523620 |
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.
