Note on strong solutions of a stochastic inclusion (Q1897838): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 05:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Note on strong solutions of a stochastic inclusion |
scientific article |
Statements
Note on strong solutions of a stochastic inclusion (English)
0 references
13 February 1996
0 references
A stochastic Itô inclusion \(x_t\in \int^t_0 F_\tau(x) dM_\tau\) is introduced in two different forms, where \(F\) is a set-valued predictable process and \(M\) is a continuous semimartingale. A selection property is proved.
0 references
Hausdorff metric
0 references
stochastic inclusion
0 references
set-valued predictable process
0 references
semimartingale
0 references
selection property
0 references
