In this paper, a class of new stochastic differential equations on semilinear Hausdorff space under Hukuhara derivative, called set-valued stochastic differential equations (SSDEs) driven by a Wiener process. Moreover, some corresponding properties of SSDEs are discussed such as existence, uniqueness of solution. Finaly, we give some applications to models of interval-valued stochastic differential equations such as stock prices model and the Langevin equation.
Bulletin of Mathematical Sciences and Applications (Volume 1)
V. Ho and V. H. Ngo, "Existence Theorems for Solutions to Set-Valued Stochastic Differential Equations and Applications", Bulletin of Mathematical Sciences and Applications, Vol. 1, pp. 1-15, 2012