메뉴 건너뛰기




Volumn 334, Issue 2, 2007, Pages 1039-1054

Stochastic differential inclusions and diffusion processes

Author keywords

Diffusion processes; Stochastic differential inclusions

Indexed keywords


EID: 34250646280     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2007.01.027     Document Type: Article
Times cited : (17)

References (17)
  • 1
    • 84948305154 scopus 로고
    • Nonlinear stochastic differential inclusions on Banach spaces
    • Ahmed N.U. Nonlinear stochastic differential inclusions on Banach spaces. Stoch. Anal. Appl. 12 1 (1994) 1-10
    • (1994) Stoch. Anal. Appl. , vol.12 , Issue.1 , pp. 1-10
    • Ahmed, N.U.1
  • 2
    • 15444362058 scopus 로고    scopus 로고
    • The viability theorem for stochastic differential inclusions
    • Aubin J.P., and Da Prato G. The viability theorem for stochastic differential inclusions. Stoch. Anal. Appl. 16 (1998) 1-15
    • (1998) Stoch. Anal. Appl. , vol.16 , pp. 1-15
    • Aubin, J.P.1    Da Prato, G.2
  • 5
    • 34250623615 scopus 로고    scopus 로고
    • F. Hiai, Multivalued stochastic integrals and stochastic inclusions, not published
  • 8
    • 0031528871 scopus 로고    scopus 로고
    • Set-valued stochastic integrals and stochastic inclusions
    • Kisielewicz M. Set-valued stochastic integrals and stochastic inclusions. Stoch. Anal. Appl. 15 5 (1997) 783-800
    • (1997) Stoch. Anal. Appl. , vol.15 , Issue.5 , pp. 783-800
    • Kisielewicz, M.1
  • 10
    • 2442519417 scopus 로고    scopus 로고
    • Weak compactness of solution sets to stochastic differential inclusions with convex right hand sides
    • Kisielewicz M. Weak compactness of solution sets to stochastic differential inclusions with convex right hand sides. Topol. Methods Nonlinear Anal. 18 (2001) 149-169
    • (2001) Topol. Methods Nonlinear Anal. , vol.18 , pp. 149-169
    • Kisielewicz, M.1
  • 11
    • 2442558298 scopus 로고    scopus 로고
    • Optimal solutions to stochastic differential inclusions
    • Michta M. Optimal solutions to stochastic differential inclusions. Appl. Math. (Warsaw) 29 4 (2002) 387-398
    • (2002) Appl. Math. (Warsaw) , vol.29 , Issue.4 , pp. 387-398
    • Michta, M.1
  • 13
    • 0032329253 scopus 로고    scopus 로고
    • Stochastic functional inclusion driven by semimartingale
    • Motyl J. Stochastic functional inclusion driven by semimartingale. Stoch. Anal. Appl. 16 3 (1998) 517-532
    • (1998) Stoch. Anal. Appl. , vol.16 , Issue.3 , pp. 517-532
    • Motyl, J.1
  • 14
    • 0004296091 scopus 로고    scopus 로고
    • Existence of solutions of set-valued Itô equation
    • Motyl J. Existence of solutions of set-valued Itô equation. Bull. PAN 46 4 (1998) 419-430
    • (1998) Bull. PAN , vol.46 , Issue.4 , pp. 419-430
    • Motyl, J.1
  • 15
    • 0004322697 scopus 로고    scopus 로고
    • Viable solution to set-valued stochastic equations
    • Motyl J. Viable solution to set-valued stochastic equations. Optimization 48 (2000) 157-176
    • (2000) Optimization , vol.48 , pp. 157-176
    • Motyl, J.1
  • 17
    • 84981758199 scopus 로고
    • Diffusion process with continuous coefficients, I, II
    • 479-530
    • Strook D.W., and Varadhan S.R.S. Diffusion process with continuous coefficients, I, II. Comm. Pure Appl. Math. 22 (1969) 345-400 479-530
    • (1969) Comm. Pure Appl. Math. , vol.22 , pp. 345-400
    • Strook, D.W.1    Varadhan, S.R.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.