Displaying similar documents to “Asymptotic behaviour of stochastic systems with conditionally exponential decay property”

Strong and weak solutions to stochastic inclusions

Michał Kisielewicz (1995)

Banach Center Publications

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Existence of strong and weak solutions to stochastic inclusions x t - x s ∈ ∫ s t F τ ( x τ ) d τ + ∫ s t G τ ( x τ ) d w τ + ∫ s t ∫ ℝ n H τ , z ( x τ ) q ( d τ , d z ) and x t - x s ∈ ∫ s t F τ ( x τ ) d τ + ∫ s t G τ ( x τ ) d w τ + ∫ s t ∫ | z | ≤ 1 H τ , z ( x τ ) q ( d τ , d z ) + ∫ s t ∫ | z | > 1 H τ , z ( x τ ) p ( d τ , d z ) , where p and q are certain random measures, is considered.