2009, 2009(Special): 548-557. doi: 10.3934/proc.2009.2009.548

Stochastic inclusions with non-continuous set-valued operators

1. 

Faculty of Mathematics, Computer Sciences and Ekonometrics, University of Zielona Góra, Szafrana 4a,, 65-516 Zielona Góra, Poland

Received  July 2008 Revised  March 2009 Published  September 2009

In the paper we consider a stochastic integral inclusion with discontinuous multivalued right hand side, driven by a continuous semimartingale. Using selection properties and lower and upper solutions methods we demonstrate the existence of strong solutions for such inclusions. We extend some recent results both for deterministic differential inclusions and for stochastic differential equations for increasing operators.
Citation: Mariusz Michta. Stochastic inclusions with non-continuous set-valued operators. Conference Publications, 2009, 2009 (Special) : 548-557. doi: 10.3934/proc.2009.2009.548
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