On the solution of stochastic differential inclusion

DOI10.1006/JMAA.1995.1163zbMath0826.60053OpenAlexW2031781023MaRDI QIDQ1895329

Jerzy Motyl

Publication date: 22 November 1995

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1995.1163

zbMATH Keywords

Wiener processstochastic functional-differential inclusion

Mathematics Subject Classification ID

Stochastic analysis (60H99)

Related Items (14)

STOCHASTIC INCLUSIONS WITH MULTIVALUED INTEGRATORS ⋮ A necessary extremality condition for a set-valued stochastic control problem ⋮ Set-valued stochastic integral equations driven by martingales ⋮ Stochastic morphological evolution equations ⋮ Stability analysis for stochastic hybrid systems: a survey ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals ⋮ The Upper and Lower Solutions Method for Stochastic Inclusions with Discontinuous Multivalued Mappings ⋮ On a new set-valued stochastic integral with respect to semimartingales and its applications ⋮ The interrelation between stochastic differential inclusions and set-valued stochastic differential equations ⋮ Approximation schemes for fuzzy stochastic integral equations ⋮ On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces ⋮ Stability problem for stochastic inclusion ⋮ Stochastic equations and inclusions with mean derivatives and some applications ⋮ Viable solutions of set-valued stochastic equation

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