Stochastic set differential equations |
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Authors: | Marek T Malinowski Mariusz Michta |
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Institution: | Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra, Szafrana 4a, 65-516 Zielona Góra, Poland |
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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. |
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