Existence of solutions of stochastic differential inclusions with standard and fractional Brownian motions

DOI10.1134/S0012266115080030zbMath1329.60184MaRDI QIDQ897029

A. A. Levakov, M. M. Vas'kovskii

Publication date: 16 December 2015

Published in: Differential Equations (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionstochastic differential inclusionsstandard Browniam motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic analysis (60H99)

Related Items (11)

Stability and attraction of solutions of nonlinear stochastic differential equations with standard and fractional Brownian motions ⋮ On a set-valued Young integral with applications to differential inclusions ⋮ Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions ⋮ Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise ⋮ Selection properties and set-valued Young integrals of set-valued functions ⋮ Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than 1/3 ⋮ Impulsive fractional stochastic differential inclusions driven by sub-Fractional Brownian motion with infinite delay and sectorial operators ⋮ Stability of linear stochastic differential equations of mixed type with fractional Brownian motions ⋮ Properties of solutions of stochastic differential equations with standard and fractional Brownian motions ⋮ Young and rough differential inclusions ⋮ Existence and uniqueness of solutions of differential equations weakly controlled by rough paths with an arbitrary positive Hölder exponent

Cites Work

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• Differential equations driven by fractional Brownian motion
• Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients
• Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
• A stochastic filippov theorem
• The viability theorem for stochastic differential inclusions²
• Weak Compactness of Solution Sets to Stochastic Differential Inclusions with Non-Convex Right-Hand Sides
• Set-valued analysis

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