Quasi-retractive representation of solution sets to stochastic inclusions.
Kisielewicz, Michał (1997)
Journal of Applied Mathematics and Stochastic Analysis
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Kisielewicz, Michał (1997)
Journal of Applied Mathematics and Stochastic Analysis
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Kisielewicz, Michał (1994)
Journal of Applied Mathematics and Stochastic Analysis
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Motyl, Jerzy (1995)
Journal of Applied Mathematics and Stochastic Analysis
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Michta, Mariusz, Rybiński, Longin E. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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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.
Svetlana Janković (1998)
Zbornik Radova
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Michał Kisielewicz (2001)
Discussiones Mathematicae Probability and Statistics
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Some special selections theorems for stochastic set-valued integrals with respect to the Lebesgue measure are given.
Marek T. Malinowski, Ravi P. Agarwal (2017)
Czechoslovak Mathematical Journal
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We analyse multivalued stochastic differential equations driven by semimartingales. Such equations are understood as the corresponding multivalued stochastic integral equations. Under suitable conditions, it is shown that the considered multivalued stochastic differential equation admits at least one solution. Then we prove that the set of all solutions is closed and bounded.
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.
Michta, Mariusz (1997)
Journal of Applied Mathematics and Stochastic Analysis
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Anna Chojnowska-Michalik (1979)
Banach Center Publications
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T. Barth, A. U. Kussmaul (1981)
Annales scientifiques de l'Université de Clermont. Mathématiques
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Michał Kisielewicz (2015)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The paper deals with integrably boundedness of Itô set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4], where has not been proved that this integral is integrably bounded. The problem of integrably boundedness of the above set-valued stochastic integrals has been considered in the paper [7] and the monograph [8], but the problem has not been solved there. The first positive results dealing with this problem due to M. Michta, who showed (see [11]) that there...