Stochastic differential inclusions and diffusion processes

DOI10.1016/j.jmaa.2007.01.027zbMath1123.60059OpenAlexW2032619380MaRDI QIDQ996888

Michał Kisielewicz

Publication date: 19 July 2007

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

Full work available at URL: https://doi.org/10.1016/j.jmaa.2007.01.027

zbMATH Keywords

diffusion processespartial differential inclusionsstochastic differential inclusions

Mathematics Subject Classification ID

Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic analysis (60H99)

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