Existence of Weak Solutions to Stochastic Evolution Inclusions

DOI10.1081/SAP-200064469zbMath1077.60044OpenAlexW2073922161WikidataQ115597835 ScholiaQ115597835MaRDI QIDQ5312731

Paul Raynaud de Fitte, Adam Jakubowski, Mikhail Kamenskii

Publication date: 25 August 2005

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

Full work available at URL: https://doi.org/10.1081/sap-200064469

zbMATH Keywords

Young measuresmeasures of noncompactnessstochastic differential inclusionsweak and strong mild solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Evolution inclusions (34G25) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (13)

Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process ⋮ Existence and dependence results for semilinear functional stochastic differential equations with infinite delay in a Hilbert space ⋮ Existence theorem for a stochastic wave equation with discontinuous unbounded coefficients ⋮ Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients ⋮ Existence of martingale solutions of stochastic differential inclusions of parabolic type in a Hilbert space ⋮ Weak solutions of backward stochastic differential equations with continuous generator ⋮ Set-valued stochastic integral equations driven by martingales ⋮ Existence and Uniqueness for a Class of SPDEs Driven by L'{e}vy Noise in Hilbert Spaces ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals ⋮ Strong solutions of stochastic differential inclusions with unbounded right-hand side in a Hilbert space ⋮ Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition ⋮ Well-posedness of the Cauchy problem for stochastic evolution functional equations ⋮ Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces

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