Multivalued stochastic delay differential equations and related stochastic control problems

Article

Multivalued stochastic delay differential equations and related stochastic control problems

Published in: Quaestiones Mathematicae
Volume 40 , issue 6 , 2017 , pages: 769–802
DOI: 10.2989/16073606.2017.1315346
Author(s): Bakarime Diomande Faculty of Mathematics, Romania , Lucian Maticiuc Faculty of Mathematics, Romania
Keywords: 60H10 , 93E20 , 49L20 , 49L25 , 60H10 , 93E20 , 49L20 , 49L25
Download full text Get new issue alerts

Abstract

We study the existence and uniqueness of a solution for the multivalued stochastic differential equation with delay (the multivalued term is of subdifferential type):
« Summability of multilinear forms on classical sequence spaces
Open problems in Banach spaces and measure theory »

Get new issue alerts for Quaestiones Mathematicae

Latest news

   more...

Latest articles

   more...