Existence theorem for nonconvex stochastic inclusions

Michał Kisielewicz

International Journal of Stochastic Analysis, 1994, vol. 7, 1-9

Abstract:

An existence theorem for stochastic inclusions x t − x s ∈ ∫ s t F τ ( x τ ) d τ + ∫ s t G τ ( x τ ) d w τ + ∫ s t ∫ ℝ n H τ , z ( x r ) v ˜ ( d τ , d z ) with nonanticipative nonconvex-valued right-hand sides is proved.

Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:289384

DOI: 10.1155/S104895339400016X

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