Stochastic Itō inclusion with upper separated multifunctions (Q1941106)
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scientific article; zbMATH DE number 6143229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Itō inclusion with upper separated multifunctions |
scientific article; zbMATH DE number 6143229 |
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Stochastic Itō inclusion with upper separated multifunctions (English)
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11 March 2013
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The author proves the existence of strong solutions to a stochastic inclusion of Itō's type with upper-separated set-valued drift and diffusion terms.
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stochastic inclusion
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set-valued function
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order convex selection
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Carathéodory condition
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