Viability theorems for stochastic inclusions
Michał Kisielewicz
Discussiones Mathematicae, Differential Inclusions, Control and Optimization, Tome 15 (1995), p. 61-42 / Harvested from The Polish Digital Mathematics Library
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Sufficient conditions for the existence of solutions to stochastic inclusions xt-xs∈∫stFτ(xτ)dτ+∫stGτ(xτ)dwτ+∫st∫IRⁿHτ,z(xτ)ν̃(dτ,dz) beloning to a given set K of n-dimensional cádlág processes are given.

Publié le : 1995-01-01
EUDML-ID : urn:eudml:doc:275850 
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     title = {Viability theorems for stochastic inclusions},
     journal = {Discussiones Mathematicae, Differential Inclusions, Control and Optimization},
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     year = {1995},
     pages = {61-42},
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Michał Kisielewicz. Viability theorems for stochastic inclusions. Discussiones Mathematicae, Differential Inclusions, Control and Optimization, Tome 15 (1995) pp. 61-42. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-div15i1n6bwm/

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