Stochastic Differential Inclusions

Michał Kisielewicz
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Michał Kisielewicz: University of Zielona Góra

Chapter Chapter 4 in Stochastic Differential Inclusions and Applications, 2013, pp 147-179 from Springer

Abstract: Abstract This chapter is devoted to the theory of stochastic differential inclusions. The main results deal with stochastic functional inclusions defined by set-valued functional stochastic integrals. Subsequent sections discuss properties of stochastic and backward stochastic differential inclusions.

Keywords: Brownian Motion; Probability Measure; Weak Solution; Optimal Control Problem; Strong Solution (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/978-1-4614-6756-4_4

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