Stability problem for stochastic inclusion
作者:
J. Motyl,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1998)
卷期:
Volume 16,
issue 5
页码: 933-944
ISSN:0736-2994
年代: 1998
DOI:10.1080/07362999808809571
出版商: Marcel Dekker, Inc.
关键词: Stochastic Integral;Ito Formula;Dissipative Set-Valued Function;Stochastic Inclusion
数据来源: Taylor
摘要:
Let processesXandYbe two arbitrary solutions of stochastic inclusion of Ito type. A sufficient condition for the stability propertyis given.
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