Strong and weak solutions to stochastic inclusions
Banach Center Publications (1995)
- Volume: 32, Issue: 1, page 277-286
- ISSN: 0137-6934
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top- [1] A. V. Skorohod, Studies in the Theory of Random Processes, Dover, New York, 1982.
- [2] M. Kisielewicz, Differential Inclusions and Optimal Control, Kluwer Acad. Publ. and Polish Sci. Publ., Warszawa-Dordrecht, 1991. Zbl0731.49001
- [3] M. Kisielewicz, Properties of solution set of stochastic inclusions, J. Appl. Math. Stochastic Anal. 6 (1993), 217-236. Zbl0796.93106
- [4] M. Kisielewicz, Existence of strong solutions to stochastic inclusions, Discuss. Math. 15 (submitted).
- [5] P. Protter, Stochastic Integration and Differential Equations, Springer, Berlin, 1990.