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Zbl 0789.60052
Ahmed, N.U.
Nonlinear stochastic differential inclusions on Banach space. (English)
[J] Stochastic Anal. Appl. 12, No.1, 1-10 (1994). ISSN 0736-2994; ISSN 1532-9356/e

Summary: We present some new results on the existence and regularity of mild solutions of a class of nonlinear stochastic differential inclusions on Hilbert space. The drift is multivalued and the diffusion is single valued but both nonlinear admitting differential operators unlike in [author, Existence of solutions of nonlinear stochastic differential inclusions on Banach spaces. To appear in: Proc. World Congr. Nonlinear Analysis and Applications (ed. V. Lakshmikantham)]. The drift term contains a generator of a $C\sb 0$ analytic semigroup in addition to the multivalued drift.

MSC 2000:: *60H25 Random operators, etc.

Keywords: existence and regularity of mild solutions; stochastic differential inclusions; analytic semigroup

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