Existence theorem for nonconvex stochastic inclusions
type: Item
instance of: scholarly article
title: Existence theorem for nonconvex stochastic inclusions
zbMATH Open document ID: 0817.93065
DOI: 10.1155/S104895339400016X
author: Michał Kisielewicz
published in: Journal of Applied Mathematics and Stochastic Analysis
publication date: 1994-08-21T00:00:00Z
full work available at URL: https://eudml.org/doc/47200
review text: 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.
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 93C30
zbMATH DE Number: 622172
zbMATH Keywords: existence theorem
zbMATH Keywords: stochastic inclusions
zbMATH Keywords: nonanticipative nonconvex- valued right-hand sides
reviewed by: K. H. Wickwire
MaRDI profile type: Publication
OpenAlex ID: W2008861188
description: scientific article; zbMATH DE number 622172