On the Solution of Stochastic Differential Inclusion
Author/Authors :
J. Motyl، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 1995
Pages :
16
From page :
117
To page :
132
Abstract :
In the paper, the problem of existence and uniqueness of the solution of the stochastic differential inclusion dX(t, ω) ∈ F(t, ω, X) dB(t, ω) + G(t, ω, X) dt is investigated under some assumption of the dissipativity type on F and G.
