Warianty tytułu
Języki publikacji
Abstrakty
Sufficient conditions for the existence of solutions to stochastic inclusions $x_t - x_s ∈ ∫^t_s F_τ(x_τ)dτ + ∫^t_s G_τ(x_τ)dw_τ + ∫^t_s∫_{IRⁿ} H_{τ,z}(x_τ)ν̃ (dτ,dz)$ beloning to a given set K of n-dimensional cádlág processes are given.
Słowa kluczowe
Kategorie tematyczne
Rocznik
Tom
Numer
Strony
61-42
Opis fizyczny
Daty
wydano
1995
Twórcy
autor
- Institute of Mathematics, Technical University, Podgórna 50, 65-246 Zielona Góra, Poland
Bibliografia
- [1] J. P. Aubin, and A. Cellina, Differential Inclusions, Springer-Verlag 1984.
- [2] J. P. Aubin and H. Frankowska, Set-Valued Analysis, Birkhäser 1990.
- [3] F. Hiai, and H. Umegaki, Integrals, conditional expections and martingals of multifunctions, J. Multivariate Anal. 7 (1977), 149-182.
- [4] M. Kisielewicz, Set-valued stochastic integrals and stochastic inclusions, Journal of Stochastic Analysis and Applications (submitted to print).
- [5] M. Kisielewicz, Properties of solution set of stochastic inclusions, Journal of Appl. Math. and Stochastic Analysis 6 (3) (1993), 217-236.
- [6] M. Kisielewicz, Differential Inclusions and Optimal Control, Kluwer Acad. Publ. and Polish Sci. Publ. Warszawa - Dordrecht - Boston - London (1991).
- [7] N. S. Papageorgiou, Decomposable sets in the Lebesgue-Bochner spaces, Comm. Math. Univ. Sancti Pauli 37 (1) (1988), 49-62.
- [8] Ph. Protter, Stochastic Integration and Differential Equations, Springer-Verlag (1990), Berlin - Heildelberg - New York.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
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