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Displaying similar documents to “A Basic Course on General Stochastic Integration”

Stochastic differential inclusions

Michał Kisielewicz (1997)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Similarity:

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

Stochastic differential inclusions

Michał Kisielewicz (1999)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Similarity:

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.