On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces

Abstract

In a certain Banach space called an M-type 2 Banach space (including Hilbert spaces), we consider a set-valued stochastic differential equation with a set-valued drift term and a single valued diffusion term, under the Lipschitz continuity conditions, and we prove the existence and uniqueness of strong solutions which are continuous in the Hausdorff distance

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