Stochastic Itō inclusion with upper separated multifunctions
type: Item
instance of: scholarly article
title: Stochastic Itō inclusion with upper separated multifunctions
zbMATH Open document ID: 1267.60066
published in: Journal of Mathematical Analysis and Applications
publication date: 2013-03-11T00:00:00Z
review text: The author proves the existence of strong solutions to a stochastic inclusion of Itō's type with upper-separated set-valued drift and diffusion terms.
reviewed by: Toader Morozan
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34A60
Mathematics Subject Classification ID: 60H99
zbMATH DE Number: 6143229
zbMATH Keywords: stochastic inclusion
zbMATH Keywords: set-valued function
zbMATH Keywords: order convex selection
zbMATH Keywords: Carathéodory condition
author: Jerzy Motyl
MaRDI profile type: Publication
full work available at URL: j.jmaa.2012.11.005
OpenAlex ID: W2048320536
DOI: 10.1016/J.JMAA.2012.11.005
description: scientific article; zbMATH DE number 6143229