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- Publisher
- Springer Journals
- Copyright
- Copyright © 2015 by Pleiades Publishing, Ltd.
- Subject
- Mathematics; Ordinary Differential Equations; Partial Differential Equations; Difference and Functional Equations
- ISSN
- 0012-2661
- eISSN
- 1608-3083
- DOI
- 10.1134/S0012266115080030
- Publisher site
- See Article on Publisher Site
Abstract
We prove the existence of weak and strong solutions of stochastic differential inclusions dX(t) ∈ F(t,X(t))dt + G W (t,X(t))dW(t) + G B (t,X(t))dB H (t), X ∈ R d , with standard and fractional Brownian motions, Borel measurable locally bounded multimappings F and G W , and a multimapping GB satisfying the local Hölder condition.
Journal
Differential Equations – Springer Journals
Published: Sep 16, 2015