Properties of set-valued stochastic differential equations. (1st December 2016)
- Record Type:
- Journal Article
- Title:
- Properties of set-valued stochastic differential equations. (1st December 2016)
- Main Title:
- Properties of set-valued stochastic differential equations
- Authors:
- Kisielewicz, Michał
Michta, Mariusz - Abstract:
- Abstract : The paper is devoted to properties of set-valued stochastic differential equations. The main result of the paper deals with existence and uniqueness of solutions. Furthermore, a connection between solutions of stochastic differential inclusions and solutions of set-valued stochastic differential equations are given. The result of the paper extends a lot of particular results dealing with such type equations.
- Is Part Of:
- Optimization. Volume 65:Number 12(2016)
- Journal:
- Optimization
- Issue:
- Volume 65:Number 12(2016)
- Issue Display:
- Volume 65, Issue 12 (2016)
- Year:
- 2016
- Volume:
- 65
- Issue:
- 12
- Issue Sort Value:
- 2016-0065-0012-0000
- Page Start:
- 2153
- Page End:
- 2169
- Publication Date:
- 2016-12-01
- Subjects:
- Set-valued mapping -- set-valued integral -- set-valued stochastic process
60H05 -- 28B20 -- 47H04
Mathematical optimization -- Periodicals
519.7 - Journal URLs:
- http://www.tandfonline.com/toc/gopt20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/02331934.2016.1245304 ↗
- Languages:
- English
- ISSNs:
- 0233-1934
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 6275.100000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 619.xml