On the problem of stochastic differential inclusions

DOI10.1007/BF01098488MaRDI QIDQ757995zbMATHFDO

Authors T. N. Kravets

Publication date 1991

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

existence theoremYosida approximationsstochastic differential inclusionmaximal monotone set-valued map

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Monotone operators and generalizations (47H05)

Cites work

• scientific article; zbMATH DE number 3514556 (Why is no real title available?)
• On the uniqueness of solutions of stochastic differential equations. II

Cited in

(14)

• On the Relationship Between Solutions of Stochastic and Random Differential Inclusions
• Stochastic Approximations and Differential Inclusions
• scientific article; zbMATH DE number 5710419 (Why is no real title available?)
• scientific article; zbMATH DE number 1490949 (Why is no real title available?)
• Connection of the solution of a stochastic differential inclusion with the solution of an ordinary differential equation
• THE BOUNDEDNESS OF SOLUTIONS FOR STOCHASTIC DIFFERENTIAL INCLUSIONS
• Martingale problem to Stratonovich stochastic inclusion
• Some applications of Girsanov's theorem to the theory of stochastic differential inclusions
• Optimal solutions to stochastic differential inclusions
• scientific article; zbMATH DE number 1202471 (Why is no real title available?)
• On the solution of stochastic differential inclusion
• A Recurrence Principle for Stochastic Difference Inclusions
• Stochastic differential inclusions in terms of infinitesimal generators and mean derivatives
• Stochastic differential inclusions of semimonotone type in Hilbert spaces

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