Stochastic Itō inclusion with upper separated multifunctions (Q1941106)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Itō inclusion with upper separated multifunctions |
scientific article |
Statements
Stochastic Itō inclusion with upper separated multifunctions (English)
0 references
11 March 2013
0 references
The author proves the existence of strong solutions to a stochastic inclusion of Itō's type with upper-separated set-valued drift and diffusion terms.
0 references
stochastic inclusion
0 references
set-valued function
0 references
order convex selection
0 references
Carathéodory condition
0 references
