On solutions set of a multivalued stochastic differential equation

Abstract

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Multi-valued backward stochastic differential equations with regime switching

“…In that paper, they presented a probabilistic interpretation for the viscosity solution of some parabolic and elliptic variational inequalities. Recently, there have been many interesting developments about MBSDEs, one can see Yang et al [7], Guo [8], Malinowski [9], etc. These achievements have enriched the theoretical system of MBSDEs, and some of them also gave relevant applications.…”

L p $L^{p}$ ( p ≥ 2 ) $(p\geq2)$ -strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients

“…Meanwhile, results for higher-order moments are needed that possess a good robustness and can be applied in computations in statistic, finance, and other aspects. Recently, many authors considered multivalued and set-valued stochastic differential equations; see, for example, [17][18][19][20]. In this article, we study the averaging principle for MSDEs of the form…”