On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces
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概要
- 論文の詳細を見る
In a certain Banach space called an M-type 2 Banach space (including Hilbert spaces), we consider a set-valued stochastic differential equation with a set-valued drift term and a single valued diffusion term, under the Lipschitz continuity conditions, and we prove the existence and uniqueness of strong solutions which are continuous in the Hausdorff distance.
- 東北大学の論文
著者
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Okazaki Yoshiaki
Department Of Systems Design And Informatics Kyushu Institute Of Technology
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Okazaki Yoshiaki
Department Of Artificial Intelligence Kyushu Inst. Of Technology
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Li Shoumei
Department Of Applied Mathematics Beijing University Of Technology
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Zhang Jinping
Department of Mathematics, Saga University
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Mitoma Itaru
Department of Mathematics, Saga University
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Zhang Jinping
Department Of Mathematics Saga University
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Mitoma Itaru
Department Of Mathematics Saga University
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MITOMA Itaru
Department of Mathematics Kyushu University
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