On Set-Valued Stochastic Differential Equation of Jump Type

被引：0
|
作者：
Zhang, Jinping [1 ]
Ogura, Yukio [1 ]
机构：
[1] Beijing Univ Technol, Dept Appl Math, Beijing 100124, Peoples R China
来源：
PROCEEDING OF THE 10TH INTERNATIONAL CONFERENCE ON INTELLIGENT TECHNOLOGIES | 2009年
关键词：
CONDITIONAL EXPECTATIONS; BANACH-SPACE; EXISTENCE; INTEGRALS; INCLUSIONS; REGULARITY; VIABILITY;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In an M-type 2 Banach space X, we shall study solutions of set-valued stochastic differential equations with set-valued drift term, X-valued stochastic differential term driven by a Brownian motion and Poisson jump. Under suitable conditions, we shall prove the existence and uniqueness of strong solutions.
引用
收藏
页码：493 / 499
页数：7
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