Affiliation:
1. School of Mathematics and Physics, Anhui Polytechnic University, Wuhu, Anhui 241000, China
Abstract
A class of stochastic set differential equations (SSDEs) with non-Lipschitzian coefficients is investigated. We first give the preliminaries on the stochastic set differential equations. Then the nonexplosion of solutions to the SSDEs is discussed. Moreover, the existence and uniqueness of the solutions to SSDEs are proven. Finally, the continuous dependence of the solutions to SSDEs is studied.
Funder
National Natural Science Foundation of China
Subject
Applied Mathematics,Analysis
Cited by
3 articles.
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