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 |
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