Article
MSC:
26E25,
60G20,
60H05,
60H10,
60H20,
93C41,
93E03 | MR 3632995 | Zbl 06738501 | DOI: 10.21136/CMJ.2017.0072-15
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Keywords:
multivalued stochastic differential equation; Covitz-Nadler fixed point theorem; multivalued stochastic process
multivalued stochastic differential equation; Covitz-Nadler fixed point theorem; multivalued stochastic process
Summary:
We analyse multivalued stochastic differential equations driven by semimartingales. Such equations are understood as the corresponding multivalued stochastic integral equations. Under suitable conditions, it is shown that the considered multivalued stochastic differential equation admits at least one solution. Then we prove that the set of all solutions is closed and bounded.
References:
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