EconPapers    
Economics at your fingertips  
 

On weak solutions of random differential inclusions

Mariusz Michta

International Journal of Stochastic Analysis, 1995, vol. 8, 1-4

Abstract:

In the paper we study the existence of solutions of the random differential inclusion x ˙ t ∈ G ( t , x t ) P .1 , t ∈ [ 0 , T ] - a .e . x 0 = d μ , where G is a given set-valued mapping value in the space K n of all nonempty, compact and convex subsets of the space ℝ n , and μ is some probability measure on the Borel σ -algebra in ℝ n . Under certain restrictions imposed on F and μ , we obtain weak solutions of problem ( I ), where the initial condition requires that the solution of ( I ) has a given distribution at time t = 0 .

Date: 1995
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/IJSA/8/802365.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJSA/8/802365.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:802365

DOI: 10.1155/S1048953395000359

Access Statistics for this article

More articles in International Journal of Stochastic Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().

 
Page updated 2025-03-19
Handle: RePEc:hin:jnijsa:802365