Stochastic differential inclusions

Michał Kisielewicz

Discussiones Mathematicae, Differential Inclusions, Control and Optimization (1999)

  • Volume: 19, Issue: 1-2, page 123-129
  • ISSN: 1509-9407

Abstract

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The definition and some existence theorems for stochastic differential inclusion dZₜ ∈ F(Zₜ)dXₜ, where F and X are set valued stochastic processes, are given.

How to cite

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Michał Kisielewicz. "Stochastic differential inclusions." Discussiones Mathematicae, Differential Inclusions, Control and Optimization 19.1-2 (1999): 123-129. <http://eudml.org/doc/275872>.

@article{MichałKisielewicz1999,
abstract = {The definition and some existence theorems for stochastic differential inclusion dZₜ ∈ F(Zₜ)dXₜ, where F and X are set valued stochastic processes, are given.},
author = {Michał Kisielewicz},
journal = {Discussiones Mathematicae, Differential Inclusions, Control and Optimization},
keywords = {stochastic processes; stochastic inclusions; set-valued semimartingals; stochastic differentials; solution; stochastic differential inclusions; convex set valued semimartingale},
language = {eng},
number = {1-2},
pages = {123-129},
title = {Stochastic differential inclusions},
url = {http://eudml.org/doc/275872},
volume = {19},
year = {1999},
}

TY - JOUR
AU - Michał Kisielewicz
TI - Stochastic differential inclusions
JO - Discussiones Mathematicae, Differential Inclusions, Control and Optimization
PY - 1999
VL - 19
IS - 1-2
SP - 123
EP - 129
AB - The definition and some existence theorems for stochastic differential inclusion dZₜ ∈ F(Zₜ)dXₜ, where F and X are set valued stochastic processes, are given.
LA - eng
KW - stochastic processes; stochastic inclusions; set-valued semimartingals; stochastic differentials; solution; stochastic differential inclusions; convex set valued semimartingale
UR - http://eudml.org/doc/275872
ER -

References

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  1. [1] M. Kisielewicz, Differential Inclusions and Optimal Control, Kluwer Acad. Publ. (1991). Zbl0731.49001
  2. [2] E. Michta, On stochastic inclusions with multivalued integrators, Stoch. Anal. Appl. (submitted to print). Zbl1018.60042
  3. [3] Ph. Proter, Stochastic Integration and Differential Equations, Springer-Verlag 1990. 

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