Cylindrical Stochastic Integral
M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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Displaying similar documents to “An operatorial approach to stochastic partial differential equations driven by linear multiplicative noise”
Cylindrical Stochastic Integral
Stochastic analysis of a three unit standby system.
Sridharan, V., Kalyani, T.V. (2005)
APPS. Applied Sciences
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On the General Stochastic Epidemic
J. Gani (1966-1967)
Publications mathématiques et informatique de Rennes
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Stochastic differential inclusions
Michał Kisielewicz (1997)
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.
The stochastic limit in the analysis of some modified open BCS models
Fabio Bagarello (2006)
Banach Center Publications
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A Basic Course on General Stochastic Integration
M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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Consistency of minimizers and the SLLN for stochastic programs.
Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
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Some maximum principles for stochastic equations
Ivo Vrkoč (1969)
Czechoslovak Mathematical Journal
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Stochastic differential inclusions
Michał Kisielewicz (1999)
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.
Some applications of Girsanov's theorem to the theory of stochastic differential inclusions
Micha Kisielewicz (2003)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The Girsanov's theorem is useful as well in the general theory of stochastic analysis as well in its applications. We show here that it can be also applied to the theory of stochastic differential inclusions. In particular, we obtain some special properties of sets of weak solutions to some type of these inclusions.