On solutions set of a multivalued stochastic differential equation |
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| Authors: | Marek T. Malinowski Ravi P. Agarwal |
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| Affiliation: | 1.Institute of Mathematics,Cracow University of Technology,Kraków,Poland;2.Department of Mathematics,Texas A&M University - Kingsville,Kingsville,USA |
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| Abstract: | 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. |
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