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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.doi:10.18052/www.scipress.com/bmsa.1.1 fatcat:ttl3gcxchnhv3dx7xhitfpakvi