Properties of set-valued stochastic differential equations

被引：8
|
作者：
Kisielewicz, Michal [1 ]
Michta, Mariusz [1 ]
机构：
[1] Univ Zielona Gora, Fac Math Comp Sci & Econometr, Zielona Gora, Poland
来源：
OPTIMIZATION | 2016年 / 65卷 / 12期
关键词：
Set-valued mapping; set-valued integral; set-valued stochastic process; 60H05; 28B20; 47H04; INTEGRALS; SPACES; MARTINGALES; INCLUSIONS;
D O I：
10.1080/02331934.2016.1245304
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
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.
引用
收藏
页码：2153 / 2169
页数：17
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