메뉴 건너뛰기




Volumn 22, Issue 3, 2004, Pages 701-720

Second Order Stochastic Inclusion

Author keywords

Semimartingale; Stochastic inclusion; Stochastic set valued integral; Weak solution

Indexed keywords


EID: 2442449423     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-120030452     Document Type: Article
Times cited : (7)

References (37)
  • 1
    • 84948305154 scopus 로고
    • Nonlinear stochastic differential inclusions on Banach space
    • Ahmed, N.U. Nonlinear stochastic differential inclusions on Banach space. Stoch. Anal. Appl. 1994, 12 (1), 1-10.
    • (1994) Stoch. Anal. Appl. , vol.12 , Issue.1 , pp. 1-10
    • Ahmed, N.U.1
  • 2
    • 1542326693 scopus 로고    scopus 로고
    • 0 semigroups and stochastic evolution inclusions
    • 0 semigroups and stochastic evolution inclusions. Disc. Math. DICO 2002, 22 (1), 125-149.
    • (2002) Disc. Math. DICO , vol.22 , Issue.1 , pp. 125-149
    • Ahmed, N.U.1
  • 3
    • 0037652915 scopus 로고
    • Optimal relaxed controls for nonlinear infinite dimensional stochastic differential inclusions
    • M. Dekker Lect. Notes 160
    • Ahmed, N.U. Optimal relaxed controls for nonlinear infinite dimensional stochastic differential inclusions. In: Optimal Control of Differential Equations, M. Dekker Lect. Notes 160; 1994; 1-19.
    • (1994) Optimal Control of Differential Equations , pp. 1-19
    • Ahmed, N.U.1
  • 7
    • 84953459511 scopus 로고
    • Stochastic Nagumo's viability theorem
    • Aubin, J.P.; DaPrato, G. Stochastic Nagumo's viability theorem. Stoch. Anal. Appl. 1995, 13 (1), 1-11.
    • (1995) Stoch. Anal. Appl. , vol.13 , Issue.1 , pp. 1-11
    • Aubin, J.P.1    DaPrato, G.2
  • 8
    • 15444362058 scopus 로고    scopus 로고
    • The viability theorem for stochastic differential inclusions
    • Aubin, J.P.; DaPrato, G. The viability theorem for stochastic differential inclusions. Stoch. Anal. Appl. 1998, 16, 1-15.
    • (1998) Stoch. Anal. Appl. , vol.16 , pp. 1-15
    • Aubin, J.P.1    DaPrato, G.2
  • 11
    • 0001403934 scopus 로고
    • Limiting distributions of least squares estimates of unstable autoregressive processes
    • Chan, N.H.; Wei, C.Z. Limiting distributions of least squares estimates of unstable autoregressive processes. Ann. Statist. 1988, 16, 367-401.
    • (1988) Ann. Statist. , vol.16 , pp. 367-401
    • Chan, N.H.1    Wei, C.Z.2
  • 13
    • 0003006765 scopus 로고
    • Generalized solutions in optimal stochastic control
    • Lect. Notes in Pure and Appl. Math., 30; Dekker: New York
    • Fleming, W.H. Generalized solutions in optimal stochastic control. In: Differential Games and Control Theory, Lect. Notes in Pure and Appl. Math., 30; Dekker: New York, 1977, 147-165.
    • (1977) Differential Games and Control Theory , pp. 147-165
    • Fleming, W.H.1
  • 14
    • 0001600763 scopus 로고
    • Continuous selections for a class of nonconvex multivalued maps
    • Fryszkowski, A. Continuous selections for a class of nonconvex multivalued maps. Studia Math. 1983, 76, 163-174.
    • (1983) Studia Math. , vol.76 , pp. 163-174
    • Fryszkowski, A.1
  • 15
  • 16
    • 0000525605 scopus 로고
    • On the invariance principle for U-statistics
    • Hall. On the invariance principle for U-statistics. Stoch. Processes Appl. 1973, 9, 163-174.
    • (1973) Stoch. Processes Appl. , vol.9 , pp. 163-174
    • Hall1
  • 17
    • 0001577815 scopus 로고
    • Integrals, conditional expectations, and martingales of multivalued functions
    • Hiai, F.; Umegaki, H. Integrals, conditional expectations, and martingales of multivalued functions. J. Multivar. Anal. 1977, 7, 149-182.
    • (1977) J. Multivar. Anal. , vol.7 , pp. 149-182
    • Hiai, F.1    Umegaki, H.2
  • 22
    • 0031528871 scopus 로고    scopus 로고
    • Set-valued stochastic integrals and stochastic inclusions
    • Kisielewicz, M. Set-valued stochastic integrals and stochastic inclusions. Stoch. Anal. Appl. 1997, 15 (5), 783-800.
    • (1997) Stoch. Anal. Appl. , vol.15 , Issue.5 , pp. 783-800
    • Kisielewicz, M.1
  • 23
    • 2442519417 scopus 로고    scopus 로고
    • Weak compacteness of solution sets to stochastic differential inclusions with convex right-hand side
    • Kisielewicz, M. Weak compacteness of solution sets to stochastic differential inclusions with convex right-hand side. Topol. Meth. Nonlin. Anal. 2001, 18, 149-169.
    • (2001) Topol. Meth. Nonlin. Anal. , vol.18 , pp. 149-169
    • Kisielewicz, M.1
  • 24
    • 0000367265 scopus 로고
    • Weak limit theorems for stochastic integrals and stochastic differential equations
    • Kurtz, T.G.; Protter, P. Weak limit theorems for stochastic integrals and stochastic differential equations. Annals of Probab. 1991, 19, 1035-1070.
    • (1991) Annals of Probab. , vol.19 , pp. 1035-1070
    • Kurtz, T.G.1    Protter, P.2
  • 25
    • 21944451951 scopus 로고    scopus 로고
    • Stochastic differential inclusions
    • Levakov, A.A. Stochastic differential inclusions. J. Differ. Eq. 1997, 2 (33), 212-221.
    • (1997) J. Differ. Eq. , vol.2 , Issue.33 , pp. 212-221
    • Levakov, A.A.1
  • 26
    • 2442552042 scopus 로고
    • Optimal controls, relaxed and ordinary
    • Balakrishnan, A.V., Neustadt, L.W., Eds.; Acad. Press: New York
    • McShane, E.J. Optimal controls, relaxed and ordinary. In: Math. Theory of Conrol; Balakrishnan, A.V., Neustadt, L.W., Eds.; Acad. Press: New York, 1967; 1-9.
    • (1967) Math. Theory of Conrol , pp. 1-9
    • McShane, E.J.1
  • 27
    • 0036037562 scopus 로고    scopus 로고
    • Stochastic inclusions with multivalued integrators
    • Michta, M. Stochastic inclusions with multivalued integrators. Stoch. Anal. Appl. 2002, 20 (4), 847-862.
    • (2002) Stoch. Anal. Appl. , vol.20 , Issue.4 , pp. 847-862
    • Michta, M.1
  • 28
    • 2442434824 scopus 로고    scopus 로고
    • Weak solutions to stochastic differential inclusions. A martingale approach
    • Lect. Notes Nonlinear Anal. 3, Toruh
    • Michta, M. Weak solutions to stochastic differential inclusions. A martingale approach. Proc. 3rd Polish Symposium on Nonlinear Analysis, Lect. Notes Nonlinear Anal. 3, Toruh, 2002; 141-149.
    • (2002) Proc. 3rd Polish Symposium on Nonlinear Analysis , pp. 141-149
    • Michta, M.1
  • 29
    • 2442558298 scopus 로고    scopus 로고
    • Optimal solutions to stochastic differential inclusions
    • Michta, M. Optimal solutions to stochastic differential inclusions. Applicationes Math. 2002, 29 (4), 387-398.
    • (2002) Applicationes Math. , vol.29 , Issue.4 , pp. 387-398
    • Michta, M.1
  • 30
    • 21144449034 scopus 로고    scopus 로고
    • Set-valued approach to stochastic control Part I: Existence results & Part II: Viability theory
    • Kisielewicz, M.; Michta, M; Motyl, J. Set-valued approach to stochastic control Part I: Existence results & Part II: Viability theory. Dynamic Syst. Appl. 2003, 12, 405-466.
    • (2003) Dynamic Syst. Appl. , vol.12 , pp. 405-466
    • Kisielewicz, M.1    Michta, M.2    Motyl, J.3
  • 31
    • 0032329253 scopus 로고    scopus 로고
    • Stochastic functional inclusion driven by semimartingale
    • Motyl, J. Stochastic functional inclusion driven by semimartingale. Stoch. Anal. Appl. 1998, 16 (3), 517-532.
    • (1998) Stoch. Anal. Appl. , vol.16 , Issue.3 , pp. 517-532
    • Motyl, J.1
  • 32
    • 0004296091 scopus 로고    scopus 로고
    • Existence of solutions of set-valued Itô equation
    • Motyl, J. Existence of solutions of set-valued Itô equation. Bull. Acad. Pol. Sci. 1998, 46, 419-430.
    • (1998) Bull. Acad. Pol. Sci. , vol.46 , pp. 419-430
    • Motyl, J.1
  • 36
    • 0011704065 scopus 로고    scopus 로고
    • Stability of stochastic differential equations driven by general semimartingales
    • Słomiński, L. Stability of stochastic differential equations driven by general semimartingales. Dissertationes Math. 1996, 349, 1-109.
    • (1996) Dissertationes Math. , vol.349 , pp. 1-109
    • Słomiński, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.