首页   按字顺浏览 期刊浏览 卷期浏览 Stochastic Functional Inclusion Driven by Semimartingale
Stochastic Functional Inclusion Driven by Semimartingale

 

作者: Jerzy Motyl,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1998）
卷期: Volume 16, issue 3  

页码: 517-532

 

ISSN:0736-2994

 

年代: 1998

 

DOI:10.1080/07362999808809546

 

出版商: Marcel Dekker, Inc.

 

关键词: Predictable Set-Valued Function;M-Integrable Selector;Hausdorff Metric;Semimartingale

 

数据来源: Taylor

 

摘要:

We define a set-valued stochastic process and an integral of a such process with respect to a semimartingale. Next we consider a stochastic integral inclusion. Using fixed point methods we prove some results on the existence of its solutions

 

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