Properties of solution set of stochastic inclusions (Q1315885)

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Properties of solution set of stochastic inclusions
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    Properties of solution set of stochastic inclusions (English)
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    24 March 1994
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    Summary: The properties of the solution set of stochastic inclusions \[ x_ t- x_ s\in \text{cl}_{L^ 2}\left(\int^ t_ s F_ \tau(x_ \tau) d\tau+ \int^ t_ s G_ \tau(x_ \tau) dw_ \tau+ \int^ t_ s \int_{\mathbb{R}^ n} H_{\tau,z}(x_ \tau) \widetilde\nu(d\tau,dz)\right) \] are investigated. They are equivalent to properties of fixed points sets of appropriately defined set-valued mappings.
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    stochastic inclusions
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    set-valued mappings
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