On Set-Valued Stochastic Differential Equation of Jump Type

摘要：

In an M-type 2 Banach space (x), we shall study solutions of set-valued stochastic differential equations with setvalued 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.

作者: Jinping Zhang Yukio Ogura

作者单位: Department of Applied Mathematics Beijing University of Technology 100 Pingleyuan, Chaoyang District Department of Mathematics Saga University Saga, 840-8502, Japan

会议类型: 国际会议

会议名称: The 10th International Conference on Intelligent Technologies(第十届智慧科技国际会议 InTech09)

会议地点: 桂林

会议语种:英文

页码: 493-499

在线出版日期: 2009-12-12（万方平台首次上网日期，不代表论文的发表时间）