The Upper and Lower Solutions Method for Stochastic Inclusions with Discontinuous Multivalued Mappings

DOI10.1080/07362990802405711zbMath1153.60038OpenAlexW1987103587MaRDI QIDQ3548435

Mariusz Michta

Publication date: 12 December 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990802405711

zbMATH Keywords

fixed pointsstochastic inclusionupper and lower solutionincreasing and upper separated multifunction

Mathematics Subject Classification ID

Controllability (93B05) Stochastic integral equations (60H20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (3)

Stochastic retarded inclusion with Carathéodory-upper separated multifunctions ⋮ Set-valued stochastic integral equations driven by martingales ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals

Cites Work

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• On the solution of stochastic differential inclusion
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• Variational Analysis
• The viability theorem for stochastic differential inclusions²
• STOCHASTIC INCLUSIONS WITH MULTIVALUED INTEGRATORS
• The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications
• Convex selections of multifunctions and their applications

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