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In this paper, we consider the problem of approximate solutions of set-valued stochastic difierential equations. We firstly prove an inequality of set-valued Itô integrals, which is related to classical Itô isometry, and an inequality of set-valued Lebesgue integrals. Both of the inequalities play an important role todiscuss set-valued stochastic differential equations. Then we mainly state the Carathodory＇s approximate method and the Euler-Maruyama＇s approximate method for set-valued stochastic differential equations. We also investigate the errors between approximate solutions and accurate solutions. © 2013 World Academic Press, UK. All rights reserved.
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Journal of Uncertain Systems
ISSN： 1752-8909
Year： 2013
Issue： 1
Volume： 7
Page： 3-12
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ESI Highly Cited Papers on the List： 0 Unfold All
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30 Days PV： 1
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