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On the stability of solutions of stochastic differential inclusions

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Abstract

We study the stability in probability of a solution of a stochastic differential inclusion in a finite-dimensional space with nonrandom coefficients and a maximally monotone operator in the drift coefficient.

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References

  1. R. Rockafeller,Convex Analysis [Russian translation], Mir, Moscow (1973).

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  2. T. N. Kravets,On Solutions of Stochastic Differential Inclusions in Finite Difference Spaces [in Russian], Deposited in UkrNIINTI, No. 1829, Donetsk (1985).

  3. T. N. Kravets, “Solution of a one-dimensional stochastic differential inclusion as a Markov process,”Markov. Prots. Primen., No. 2, 56–64 (1988).

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  4. R. Z. Khas'minskii,Stability of Systems of Differential Equations under Random Perturbations of Their Parameters [in Russian], Nauka, Moscow (1969).

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Authors and Affiliations

  1. Institute of Applied Mathematics and Mechanics, Ukrainian Academy of Sciences, Donetsk

    T. N. Kravets

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  1. T. N. Kravets
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Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 4, pp. 551–554, April, 1995.

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Kravets, T.N. On the stability of solutions of stochastic differential inclusions. Ukr Math J 47, 640–644 (1995). https://doi.org/10.1007/BF01056052

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  • DOI: https://doi.org/10.1007/BF01056052

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