Stochastic differential inclusions and diffusion processes (Q996888)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic differential inclusions and diffusion processes |
scientific article |
Statements
Stochastic differential inclusions and diffusion processes (English)
0 references
19 July 2007
0 references
The connexion between weak solutions of stochastic differential inclusions and solutions of partial differential inclusions are explored. The results are facilitated by the use of an appropriate continuous approximation selection theorem.
0 references
stochastic differential inclusions
0 references
diffusion processes
0 references
partial differential inclusions
0 references
0 references