On stochastic differential inclusions with unbounded right sides
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
On stochastic differential inclusions with unbounded right sides
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| Creator |
Lepeyev, A.N.
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| Description |
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift with a Borel measurable right side. Using a new method of explicit solutions, the necessary and sufficient conditions for the existence of weak solutions of the inclusions with locally unbounded right sides are given.
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| Date |
2009-11-10T14:51:45Z
2009-11-10T14:51:45Z 2006 |
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| Type |
Article
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| Identifier |
On stochastic differential inclusions with unbounded right sides / A.N. Lepeyev // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С.94–105. — Бібліогр.: 23 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4445 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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