SET-VALUED STOCHASTIC DIFFERENTIAL EQUATION IN M-TYPE 2 BANACH SPACE
SET-VALUED STOCHASTIC DIFFERENTIAL EQUATION IN M-TYPE 2 BANACH SPACE
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DOI：
10.31390/cosa.4.2.06
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发表时间：
2010-06
期刊：
影响因子：
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通讯作者：
I. Mitoma;Y. Okazaki;Jinping Zhang
中科院分区：
文献类型：
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作者：
I. Mitoma;Y. Okazaki;Jinping Zhang
设（<$，F，{Ft}，P）是具有过滤{Ft}的完备概率空间，（X，H，μ）是M型2的抽象Wiener空间，{Bt：t <$0}是X值布朗运动，使得随机函数的分布满足：X是µ，对于任何t > 0。考虑一类具有集值漂移和单值漂移的集值随机微分方程的强解。在适当的条件下，得到了强解的存在唯一性.
Let (›,F,{Ft},P) be a complete probability space with filtra- tion {Ft}, (X ,H,µ) an abstract Wiener space of M-type 2, and {Bt : t ‚ 0} an X -valued Brownian motion such that the distribution of the random func- tion ti1/2Bt : › ! X is µ for any t > 0. We consider the strong solutions to a set-valued stochastic dierential equation with a set-valued drift and a single valued diusion driven by dBt. Under some suitable conditions, the existence and uniqueness of strong solutions are obtained.