[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.4134/BKMS.2003.40.1.159

THE BOUNDEDNESS OF SOLUTIONS FOR STOCHASTIC DIFFERENTIAL INCLUSIONS

Yun, Yong-Sik (Research Institute For Basic Science And Deparment Of Information And Mathematics, College Of Natural Sciences, Cheju National University)

Publication Information

Bulletin of the Korean Mathematical Society / v.40, no.1, 2003 , pp. 159-165 More about this Journal

Abstract

We consider the stochastic differential inclusion of the form $dX_t\;\in\;\sigma(t,\;X_t)db_t+b(t,\;X_t)dt$ , where $\sigma$ , b are set-valued maps, B is a standard Brownian motion. We prove the boundedness of solutions under the assumption that $\sigma$ and b satisfy the local Lipschitz property and linear growth.

Keywords

stochastic differential inclusion; Brownian motion;

Citations & Related Records

Reference

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