Note on strong solutions of a stochastic inclusion. (1995)

• Record Type: Journal Article
• Authors: Motyl, Jerzy
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 8:Number 3(1995)
• Page Start: 291
• Page End: 297
• Publication Date: 1995
• Subjects: semimartingale -- predictable set-valued function -- M-integrable selector -- Hausdorff metric; 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/S1048953395000268
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : Two different definitions of strong solutions of a stochastic integral set-valued equation are discussed. A selection property of a set-valued stochastic integral is given.