Cylindrical Stochastic Integral
M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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APPS. Applied Sciences
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Publications mathématiques et informatique de Rennes
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Banach Center Publications
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Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
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Journal of Convex Analysis
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M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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Ivo Vrkoč (1969)
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Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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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.