Set-valued stochastic integrals and stochastic inclusions in a plane

Władysław Sosulski

Discussiones Mathematicae, Differential Inclusions, Control and Optimization, Tome 21 (2001), p. 249-259 / Harvested from The Polish Digital Mathematics Library

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Résumé

We present the concepts of set-valued stochastic integrals in a plane and prove the existence of a solution to stochastic integral inclusions of the form $z_{s, t} \in φ_{s, t} + \int_{0}^{s} \int_{0}^{t} F_{u, v} (z_{u, v}) d u d v + \int_{0}^{s} \int_{0}^{t} G_{u, v} (z_{u, v}) d w_{u, v}$

Publié le : 2001-01-01

Zbl 1009.93072

EUDML-ID : urn:eudml:doc:271484

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     year = {2001},
     pages = {249-259},
     zbl = {1009.93072},
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Władysław Sosulski. Set-valued stochastic integrals and stochastic inclusions in a plane. Discussiones Mathematicae, Differential Inclusions, Control and Optimization, Tome 21 (2001) pp. 249-259. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmdico_1027/

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