Title of article
Stochastic Itô inclusion with upper separated multifunctions
Author/Authors
Motyl، نويسنده , , Jerzy، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2013
Pages
5
From page
505
To page
509
Abstract
We prove the existence of strong solutions of a nonautonomous stochastic inclusion d X t ∈ F ( t , X t ) d t + G ( t , X t ) d W t , X 0 = ξ , with Carathéodory-“upper separated” set-valued functions F and G .
Keywords
Stochastic inclusion , Order convex selection , Carathéodory condition , Set-valued function
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2013
Journal title
Journal of Mathematical Analysis and Applications
Record number
1563389
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