Viable solutions of set-valued stochastic equation

Abstract

The existence of viable solutions to set-valued Itô equation, i.e., solutions remaining at any time in a ilxed sublet of a slate space, is established for a functional inclusion with dissipative set-valued operators which need not he Lipsehitz continuous nor have to satisfy the Pardoux “monotone” property

Keywords:

• Itô Equation
• Visluiq Solution
• Stochastic Contingent Set
• Dissipative Set-Valued Function
• Yosida Approximation
• Hammerstein Integral Operator

^*The work was done during a visit of the author at the University of Karlsruhe, sponsored by Konferenz der Deutschen Akademien der Wissenschaften, Mainz

^*The work was done during a visit of the author at the University of Karlsruhe, sponsored by Konferenz der Deutschen Akademien der Wissenschaften, Mainz

Notes

^*The work was done during a visit of the author at the University of Karlsruhe, sponsored by Konferenz der Deutschen Akademien der Wissenschaften, Mainz