Multivalued stochastic integration and backward stochastic differential inclusions (Q1281603)
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scientific article; zbMATH DE number 1268023
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivalued stochastic integration and backward stochastic differential inclusions |
scientific article; zbMATH DE number 1268023 |
Statements
Multivalued stochastic integration and backward stochastic differential inclusions (English)
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17 June 1999
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Existence theorems for adapted solutions \((z,y)\) of \[ y_t\in \xi + \int^1_th(s,y(s),z(s))ds-\int^1_tz(ds)dW(s) \] are proved for multifunctions \(h\) under Lipschitz or semi-continuity conditions. Selection theorems and Picard iteration are applied.
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stochastic inclusions
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multivalued stochastic integration
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stochastic backward differential inclusions
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0.9714642
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0.94848007
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0.94073975
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0.93422306
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0.9251452
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