Special type of set-valued stochastic functional differential equations - 文章详情页

作者：

Zhang, J.-F. (Zhang, J.-F..) | Li, S.-M. (Li, S.-M..) (学者：李寿梅)

收录：

Scopus PKU CSCD

摘要：

To　investigate　a　special　type　of　set-valued　stochastic　functional　differential　equations　which　drift　coefficient　is　set-valued　stochastic　process　and　diffusion　coefficient　is　single-valued　stochastic　process,　the　definition　of　solutions　for　this　type　of　equations　was　introduced,　and　its　existence　and　uniqueness　theorem　of　solutions　was　proved　under　the　Lipschitz　and　linear　growth　conditions.　Set-valued　stochastic　differential　delay　equations　also　were　discussed,　and　in　order　to　develop　its　applications,　the　Caratheodary　approximate　solutions　were　given.

关键词：

Caratheodory approximate solutions; Set-valued Lebesgue integral; Set-valued stochastic differential delay equations; Set-valued stochastic functional differential equations

作者机构：

[ 1 ] [Zhang, J.-F.]College of Applied Sciences, Beijing University of Technology, Beijing 100124, China
[ 2 ] [Li, S.-M.]College of Applied Sciences, Beijing University of Technology, Beijing 100124, China

通讯作者信息：

[Zhang, J.-F.]College of Applied Sciences, Beijing University of Technology, Beijing 100124, China

电子邮件地址：

junfeizhang@emails.bjut.edu.cn

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