Existence theorem for nonconvex stochastic inclusions
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.
nonanticipative nonconvex- valued right-hand sides
scientific article; zbMATH DE number 622172