On uniqueness and existence of solutions to stochastic set-valued differential equations with fractional Brownian motions
This paper is concerned with a class of stochastic set differential equations (SSDEs) driven by a fractional Brownian motion (fBm) with the Lipschitzian condition. The solutions of SSDEs with an fBm are set-valued stochastic processes. We first provide some prior inequalities on set valued integrals...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2020-01-01
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| Series: | Systems Science & Control Engineering |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/21642583.2020.1851806 |