Generalized stochastic differential equations

Differential Equations

Volumn 33, Issue 2, 1997, Pages 212-220

  Levakov, A A ^a  

^a BELARUSIAN STATE UNIVERSITY   (Belarus)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 21944451951     PISSN: 00122661     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

1. S. Watanabe and N. Ikeda, Stochastic Differential Equations and Diffusional Processes [Russian translation], Moscow (1986).
2. I. N. Gikhman and A. V. Skorokhod, Stochastic Differential Equations [in Russian], Kiev (1968).
3. A. F. Filippov, Differential Equations with Discontinuous Right-Hand Side [in Russian], Moscow (1985).
4. M. Kisielewicz, Differential Inclusions and Optimal Control, Warsaw (1991).
5. A. A. Tolstonogov, Differential Inclusions in Banach Space [in Russian], Novosibirsk (1986).
6. R. Sh. Liptser and A. N. Shiryaev, Statistics of Random Processes [in Russian], Moscow (1974).
7. A. D. Ioffe and V. M. Tikhomirov, Theory of Extremal Problems [in Russian], Moscow (1974).
8. A. N. Shiryaev, Probability [in Russian], Moscow (1989).
9. A. A. Levakov, Differents. Uravn., 31, No. 2, 213-219 (1995).
10. M. Kisielewicz, Discussiones Mathematicae - Differential Inclusions, 15, 61-74 (1995).
11. M. Kisielewicz, in: Geometry in Nonlinear Control and Differential Inclusions, Vol. 32, Banach Center Publications (1995), pp. 277-286.