Note on strong solutions of a stochastic inclusion

DOI10.1155/S1048953395000268zbMath0831.93061MaRDI QIDQ1897838

Jerzy Motyl

Publication date: 13 February 1996

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47350

zbMATH Keywords

Hausdorff metric; semimartingale; stochastic inclusion; selection property; set-valued predictable process

Mathematics Subject Classification ID

93E03: Stochastic systems in control theory (general)

93C30: Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems)