High Order Stochastic Inclusions and Their Applications

DOI10.1081/SAP-200050129zbMATH Open1074.93034MaRDI QIDQ4678741FDOQ4678741

Authors: Mariusz Michta, Jerzy Motyl 

Publication date: 23 May 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

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zbMATH Keywords

weak solutiondifferential inclusionstochastic inclusionasset pricesexistence of weak solutions

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

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Cited In (2)

• Second Order Stochastic Inclusion
• Compactness of solutions to second order stochastic dynamical systems

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