Properties of solution set of stochastic inclusions (Q1315885)
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scientific article; zbMATH DE number 516705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of solution set of stochastic inclusions |
scientific article; zbMATH DE number 516705 |
Statements
Properties of solution set of stochastic inclusions (English)
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24 March 1994
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Summary: The properties of the solution set of stochastic inclusions \[ x_ t- x_ s\in \text{cl}_{L^ 2}\left(\int^ t_ s F_ \tau(x_ \tau) d\tau+ \int^ t_ s G_ \tau(x_ \tau) dw_ \tau+ \int^ t_ s \int_{\mathbb{R}^ n} H_{\tau,z}(x_ \tau) \widetilde\nu(d\tau,dz)\right) \] are investigated. They are equivalent to properties of fixed points sets of appropriately defined set-valued mappings.
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stochastic inclusions
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set-valued mappings
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