Abstract
Let \({\mathcal {S}}\) be a measurable space and X a Banach space. We consider the class of Carathéodory upper separated set-valued functions \(F:{\mathcal {S}}\times X \rightarrow 2^{R^{n}}\) and investigate the problem of the existence of strong solutions to time dependent stochastic retarded inclusions with such set-valued drift and diffusion terms.
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Motyl, J. Stochastic Retarded Inclusion with Carathéodory-upper Separated Multifunctions. Set-Valued Var. Anal 24, 191–205 (2016). https://doi.org/10.1007/s11228-015-0324-9
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DOI: https://doi.org/10.1007/s11228-015-0324-9
Keywords
- Stochastic inclusion
- Banach lattice
- Upper separated set-valued function
- Carathéodory selection
- Order convex selection