Title of article :
Stochastic set differential equations
Original Research Article
Author/Authors :
Marek T. Malinowski، نويسنده , , Mariusz Michta، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
In this paper we present the existence and uniqueness of solutions to the stochastic set differential equations driven by a Wiener process. In the paper we also study their continuous dependence on initial conditions and a stability property.
Keywords :
Set-valued stochastic process , Set-valued stochastic integral , Stochastic set differential equation
Journal title :
Nonlinear Analysis Theory, Methods & Applications
Journal title :
Nonlinear Analysis Theory, Methods & Applications