Stochastic differential inclusions

• Autorzy: Michał Kisielewicz
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

stochastic processes; stochastic inclusions; set-valued semimartingals; stochastic differentials

Kategorie tematyczne

• 93E03: Stochastic systems, general

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae, Differential Inclusions, Control and Optimization
• Rocznik: 1999
• Tom: 19
• Numer: 1-2
• Strony: 123-129

Daty

wydano

1999

otrzymano

1999-08-19

Twórcy

autor

Michał Kisielewicz

• Institute of Mathematics, Technical University of Zielona Góra, Podgórna 50, 65-246 Zielona Góra, Poland

Bibliografia

• [1] M. Kisielewicz, Differential Inclusions and Optimal Control, Kluwer Acad. Publ. (1991).
• [2] E. Michta, On stochastic inclusions with multivalued integrators, Stoch. Anal. Appl. (submitted to print).
• [3] Ph. Proter, Stochastic Integration and Differential Equations, Springer-Verlag 1990.