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Weak solutions of set-valued stochastic differential equations
- Source :
- Journal of Mathematical Analysis and Applications. 473:1026-1052
- Publication Year :
- 2019
- Publisher :
- Elsevier BV, 2019.
-
Abstract
- The paper is devoted to the existence of weak solutions of set-valued stochastic differential equations. Such equations were considered in the authors paper [22] , where existence and uniqueness of strong solutions have been investigated. Now, apart from the existence of weak solutions, the weak compactness in distribution of the set of all weak solutions of set-valued stochastic differential equations, is considered.
- Subjects :
- Applied Mathematics
010102 general mathematics
MathematicsofComputing_NUMERICALANALYSIS
01 natural sciences
010101 applied mathematics
Set (abstract data type)
Strong solutions
Stochastic differential equation
Compact space
Distribution (mathematics)
ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION
Applied mathematics
Uniqueness
0101 mathematics
Analysis
Mathematics
Subjects
Details
- ISSN :
- 0022247X
- Volume :
- 473
- Database :
- OpenAIRE
- Journal :
- Journal of Mathematical Analysis and Applications
- Accession number :
- edsair.doi...........815231521ed31384524cd06a6b702d58