Existence theorem for nonconvex stochastic inclusions (Q1331381)
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scientific article; zbMATH DE number 622172
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence theorem for nonconvex stochastic inclusions |
scientific article; zbMATH DE number 622172 |
Statements
Existence theorem for nonconvex stochastic inclusions (English)
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21 August 1994
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An existence theorem for stochastic inclusions \[ x_ t- x_ s\in \int^ t_ s F_ \tau(x_ \tau) d\tau+ \int^ t_ s G_ \tau(x_ \tau) dw_ \tau+ \int^ t_ s \int_{\mathbb{R}^ n} H_{\tau, z}(x_ \tau)\widetilde\nu (d\tau, dz) \] with nonanticipative nonconvex-valued right-hand sides is proved.
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existence theorem
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stochastic inclusions
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nonanticipative nonconvex- valued right-hand sides
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