Uniqueness in law of solutions of stochastic differential inclusions
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Uniqueness in law of solutions of stochastic differential inclusions
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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 Borel measurable mapping at the right side. We give the conditions for uniqueness in law and existence of unique in law weak solutions of the inclusions with locally unbounded right sides.
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| Date |
2009-11-19T10:15:08Z
2009-11-19T10:15:08Z 2007 |
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| Type |
Article
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| Identifier |
Uniqueness in law of solutions of stochastic differential inclusions / A.N. Lepeyev // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 110-121. — Бібліогр.: 7 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4482 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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