Some applications of Girsanov's theorem to the theory of stochastic differential inclusions

DOI10.7151/DMDICO.1043zbMATH Open1063.93046OpenAlexW2322261803MaRDI QIDQ4824706

Michał Kisielewicz

Publication date: 1 November 2004

Published in: Discussiones Mathematicae. Differential Inclusions, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/649906889c56ebb02ab928baec95cecc7d9d024c

zbMATH Keywords

weak solutionconvexitystochastic processexistence theoremstochastic differential inclusion

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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