Properties of solution set of stochastic inclusions.
Kisielewicz, Michał (1993)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “Note on strong solutions of a stochastic inclusion.”
Properties of solution set of stochastic inclusions.
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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.
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A random measure associated to a semimartingale is introduced. We use it to investigate properties of several types of stochastic integrals and properties of the solution set of Stratonovich-type stochastic inclusion.