Stochastic differential inclusions

Michał Kisielewicz

Discussiones Mathematicae, Differential Inclusions, Control and Optimization (1997)

  • Volume: 17, Issue: 1-2, page 51-65
  • ISSN: 1509-9407

Abstract

top
The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.

How to cite

top

Michał Kisielewicz. "Stochastic differential inclusions." Discussiones Mathematicae, Differential Inclusions, Control and Optimization 17.1-2 (1997): 51-65. <http://eudml.org/doc/275942>.

@article{MichałKisielewicz1997,
abstract = {The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.},
author = {Michał Kisielewicz},
journal = {Discussiones Mathematicae, Differential Inclusions, Control and Optimization},
keywords = {stochastic processes; stochastic inclusions; continuous semimartingals; stochastic differential; stochastic differential inclusion; Wiener process; weak solution; strong solution; existence theorem},
language = {eng},
number = {1-2},
pages = {51-65},
title = {Stochastic differential inclusions},
url = {http://eudml.org/doc/275942},
volume = {17},
year = {1997},
}

TY - JOUR
AU - Michał Kisielewicz
TI - Stochastic differential inclusions
JO - Discussiones Mathematicae, Differential Inclusions, Control and Optimization
PY - 1997
VL - 17
IS - 1-2
SP - 51
EP - 65
AB - The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
LA - eng
KW - stochastic processes; stochastic inclusions; continuous semimartingals; stochastic differential; stochastic differential inclusion; Wiener process; weak solution; strong solution; existence theorem
UR - http://eudml.org/doc/275942
ER -

References

top
  1. [1] F. Hiai, Multivalued stochastic integrals and stochastic differential inclusions, 1993 (not published). 
  2. [2] M. Kisielewicz, Set-valued stochastic integrals and stochastic inclusions, Stoch. Anal. Appl., 15 (5) (1997), 783-800. Zbl0891.93070
  3. [3] N.U. Ahmed, Existence of solutions of nonlinear stochastic differential inclusions on Banach space, Proc. World Congress Nonlinear Anal. 1993. 
  4. [4] Ph. Proter, Stochastic Integration and Differential Equations, Springer-Verlag 1990. 
  5. [5] J. Motyl, Set-valued integrals, (not published). 
  6. [6] M. Kisielewicz, Differential Inclusions and Optimal Control, Kluwer Acad. Publ. 1991. Zbl0731.49001
  7. [7] M. Kisielewicz, Properties of solution sets of stochastic inclusions, Journal Appl. Math. and Stoch. Anal., 6 (3) (1993), 217-236. 
  8. [8] J.P. Aubin and A. Cellina, Differential Inclusions, Springer-Verlag 1984. 
  9. [9] I.I. Gihman and A.V. Skorohod, The Theory of Stochastic Processes III, Springer-Verlag 1979. Zbl0404.60061
  10. [10] A. Bressan and G. Colombo, Extensions and selections of maps with decomposable values, Studia Math. 40 (1988), 69-85. Zbl0677.54013
  11. [11] I.I. Gihman and A.V. Skorohod, The Theory of Stochastic processes I, Springer-Verlag 1974. Zbl0291.60019
  12. [12] N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, North Holland Publ. Comp. 1981. Zbl0495.60005

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.