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
Link To Document :
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