Display Abstract

Title Stochastic delay inclusion with Carath\'eodory-upper separated multifunctions

Name Jerzy Motyl
Country Poland
Email j.motyl@wmie.uz.zgora.pl
Co-Author(s)
Submit Time 2014-04-11 04:14:46
Session
Special Session 50: Evolution equations and inclusions with applications to control, mathematical modeling and mechanics
Contents
The existence of strong solutions for stochastic delay inclusion $dx(t)\in F(t,x_t)dt+G(t,x_t)dW(t)$, $x_0=\xi$ will be discussed for measurable multifunctions $F,G:\;[0,T]\times C(-r,0)\rightarrow ClConvR^n$ being upper separated with respect to their second variable. The result will follow by the Carath\'eodory type selection method. Therefore, the problem of the existence of Carath\'eodory-convex selections in nonseparable Banach spaces for multifunctions of the type mentioned above will be discussed in detail.