Stochastic differential inclusions
Michał Kisielewicz
Discussiones Mathematicae, Differential Inclusions, Control and Optimization, Tome 19 (1999), p. 123-129 / Harvested from The Polish Digital Mathematics Library
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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.

Publié le : 1999-01-01
EUDML-ID : urn:eudml:doc:275872 
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     author = {Micha\l\ Kisielewicz},
     title = {Stochastic differential inclusions},
     journal = {Discussiones Mathematicae, Differential Inclusions, Control and Optimization},
     volume = {19},
     year = {1999},
     pages = {123-129},
     zbl = {0979.93109},
     language = {en},
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Michał Kisielewicz. Stochastic differential inclusions. Discussiones Mathematicae, Differential Inclusions, Control and Optimization, Tome 19 (1999) pp. 123-129. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-div19i1-2n9bwm/

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[002] [3] Ph. Proter, Stochastic Integration and Differential Equations, Springer-Verlag 1990.