On the problem of stochastic differential inclusions

DOI10.1007/BF01098488zbMATH Open0724.60066MaRDI QIDQ757995FDOQ757995

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

• Title not available (Why is that?)
• On the uniqueness of solutions of stochastic differential equations. II

Cited In (14)

• Some applications of Girsanov's theorem to the theory of stochastic differential inclusions
• Stochastic differential inclusions in terms of infinitesimal generators and mean derivatives
• THE BOUNDEDNESS OF SOLUTIONS FOR STOCHASTIC DIFFERENTIAL INCLUSIONS
• Title not available (Why is that?)
• Martingale problem to Stratonovich stochastic inclusion
• On the Relationship Between Solutions of Stochastic and Random Differential Inclusions
• Stochastic Approximations and Differential Inclusions
• Optimal solutions to stochastic differential inclusions
• Connection of the solution of a stochastic differential inclusion with the solution of an ordinary differential equation
• On the solution of stochastic differential inclusion
• A Recurrence Principle for Stochastic Difference Inclusions
• Stochastic differential inclusions of semimonotone type in Hilbert spaces
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: On the problem of stochastic differential inclusions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q757995)