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Strong and weak solutions to stochastic inclusions

100%

Kisielewicz M.

Banach Center Publications

1995

tom 32

nr 1

277-286

Existence of strong and weak solutions to stochastic inclusions $x_{t} - x_{s} ∈ ∫^{t}_{s} F_{τ}(x_{τ})dτ + ∫^{t}_{s} G_{τ}(x_{τ})dw_{τ} + ∫^{t}_{s} ∫_{ℝ^{n}} H_{τ,z}(x_{τ})q(dτ,dz)$ and $x_{t} - x_{s} ∈ ∫^{t}_{s} F_{τ}(x_{τ})dτ + ∫^{t}_{s}G_{τ}(x_{τ})dw_{τ} + ∫^{t}_{s}∫_{|z|≤1} H_{τ,z}(x_{τ})q(dτ,dz) + ∫^{t}_{s}∫_{|z|>1} H_{τ,z}(x_{τ})p(dτ,dz)$, where p and q are certain random measures, is considered.

Stochastic differential inclusions

80%

Kisielewicz M.

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

1997

tom 17

nr 1-2

51-65

The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.

Viability theorems for stochastic inclusions

80%

Kisielewicz M.

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

1995

tom 15

nr 1

61-42

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.

Stochastic differential inclusions

80%

Kisielewicz M.

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

1999

tom 19

nr 1-2

123-129

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.

Ograniczanie wyników

3 Discussiones Mathematicae, Differential Inclusions, Control and Optimization

1 Banach Center Publications

4 Kisielewicz M.

1 1999

1 1997

2 1995

Wyniki wyszukiwania

Strong and weak solutions to stochastic inclusions

Stochastic differential inclusions

Viability theorems for stochastic inclusions

Stochastic differential inclusions