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 The boundedness of solutions for stochastic differential inclusions Bull. Korean Math. Soc. 2003 Vol. 40, No. 1, 159-165 Published online March 1, 2003 Yong Sik Yun Cheju National University Abstract : We consider the stochastic differential inclusion of the form $dX_t\in \sigma(t,X_t)dB_t+b(t,X_t)dt,$ where $\sigma, b$ are set-valued maps, $B$ is a standard Brownian motion. We prove the boundedness of solutions under the assumption that $\sigma$ and $b$ satisfy the local Lipschitz property and linear growth. Keywords : stochastic differential inclusion, Brownian motion MSC numbers : 60D05 Downloads: Full-text PDF