On uniqueness and existence of solutions to stochastic set-valued differential equations with fractional Brownian motions

This paper is concerned with a class of stochastic set differential equations (SSDEs) driven by a fractional Brownian motion (fBm) with the Lipschitzian condition. The solutions of SSDEs with an fBm are set-valued stochastic processes. We first provide some prior inequalities on set valued integrals...

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Detalhes bibliográficos

Principais autores:	Jialu Zhu, Yong Liang, Weiyin Fei
Formato:	Artigo
Idioma:	Inglês
Publicado em:	Taylor & Francis Group 2020-01-01
coleção:	Systems Science & Control Engineering
Assuntos:	stochastic set differential equation (ssde) fractional brownian motion (fbm) uniqueness and existence lipschitzian condition gronwall's inequality
Acesso em linha:	http://dx.doi.org/10.1080/21642583.2020.1851806
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