In this paper, we study the existence of generalized solutions for
the infinite dimensional nonlinear stochastic differential
inclusions $dx(t) \in F(t,x(t))dt +G(t,x(t))dW_t$ in which the multifunction $F$
is semimonotone and hemicontinuous and the operator-valued multifunction $G$ satisfies a Lipschitz condition.
We define the It\^{o} stochastic integral of operator set-valued stochastic processes
with respect to the cylindrical Brownian motion on separable Hilbert spaces.
Then, we generalize the existence results for
differential inclusions in [H. Abedi and R. Jahanipur, Nonlinear differential inclusions of semimonotone and
condensing type in Hilbert spaces,
\textit{Bull. Korean Math. Soc.},
{52} (2015), no. 2, 421--438.] to the corresponding stochastic differential inclusions
using the methods discussed in [R. Jahanipur, Nonlinear functional differential equations of monotone-type in
Hilbert spaces, {\it Nonlinear Analysis} {\bf 72} (2010), no. 3-4, 1393--1408,
R. Jahanipur, Stability of stochastic delay evolution equations with monotone
nonlinearity, {\it Stoch. Anal. Appl.}, {\bf 21} (2003), 161--181, and
R. Jahanipur, Stochastic functional evolution equations with monotone
nonlinearity: existence and stability of the mild solutions, {\it J. Differential Equations} {\bf 248} (2010), no. 5, 1230--1255.]
Abedi, H. (2015). Stochastic differential inclusions of semimonotone type in Hilbert spaces. Bulletin of the Iranian Mathematical Society, 41(2), 291–306.
MLA
Abedi, H. "Stochastic differential inclusions of semimonotone type in Hilbert spaces", Bulletin of the Iranian Mathematical Society, 41, 2, 2015, 291–306.
HARVARD
Abedi, H. (2015). 'Stochastic differential inclusions of semimonotone type in Hilbert spaces', Bulletin of the Iranian Mathematical Society, 41(2), pp. 291–306.
CHICAGO
Abedi, H., "Stochastic differential inclusions of semimonotone type in Hilbert spaces." Bulletin of the Iranian Mathematical Society, 41 2 (2015): 291–306,
VANCOUVER
Abedi H. Stochastic differential inclusions of semimonotone type in Hilbert spaces. BIMS. 2015;41(2):291–306.