Existence theorem for nonconvex stochastic inclusions. (1994)

• Record Type: Journal Article
• Authors: Kisielewicz, Michał
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 7:Number 2(1994)
• Page Start: 151
• Page End: 159
• Publication Date: 1994
• Subjects: stochastic inclusions -- existence solutions -- solution set; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S104895339400016X
• Languages: English
• ISSNs: 1048-9533

Abstract

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.