Geodesic
On solutions set of a multivalued stochastic differential equation
Czechoslovak Mathematical Journal, Tome 67 (2017) no. 1, pp. 11-28

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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.
DOI : 10.21136/CMJ.2017.0072-15
Classification : 26E25, 60G20, 60H05, 60H10, 60H20, 93C41, 93E03
Keywords: multivalued stochastic differential equation; Covitz-Nadler fixed point theorem; multivalued stochastic process 
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Malinowski, Marek T.; Agarwal, Ravi P. On solutions set of a multivalued stochastic differential equation. Czechoslovak Mathematical Journal, Tome 67 (2017) no. 1, pp. 11-28. doi: 10.21136/CMJ.2017.0072-15

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