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.
References
R. Rockafeller,Convex Analysis [Russian translation], Mir, Moscow (1973).
T. N. Kravets,On Solutions of Stochastic Differential Inclusions in Finite Difference Spaces [in Russian], Deposited in UkrNIINTI, No. 1829, Donetsk (1985).
T. N. Kravets, “Solution of a one-dimensional stochastic differential inclusion as a Markov process,”Markov. Prots. Primen., No. 2, 56–64 (1988).
R. Z. Khas'minskii,Stability of Systems of Differential Equations under Random Perturbations of Their Parameters [in Russian], Nauka, Moscow (1969).
Author information
Authors and Affiliations
Additional information
Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 4, pp. 551–554, April, 1995.
Rights and permissions
About this article
Cite this article
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
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01056052