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Volumn 71, Issue 12, 2009, Pages

Martingale problem to Stratonovich stochastic inclusion

Author keywords

Hukuhara differential; Martingale problem; Selection of a set valued map; Stratonovich stochastic inclusion; Weak solution

Indexed keywords

MARTINGALE PROBLEM; SET-VALUED MAP; TOPOLOGICAL PROPERTIES; WEAK SOLUTION;

EID: 72149086668     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.na.2009.01.157     Document Type: Article
Times cited : (3)

References (13)
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    • Michta, M.1    Motyl, J.2
  • 2
    • 34248547653 scopus 로고    scopus 로고
    • Set valued Stratonovich integral and Stratonovich type stochastic inclusion
    • Michta M., and Motyl J. Set valued Stratonovich integral and Stratonovich type stochastic inclusion. Dynam. Systems Appl. 16 (2007) 141-154
    • (2007) Dynam. Systems Appl. , vol.16 , pp. 141-154
    • Michta, M.1    Motyl, J.2
  • 5
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    • Meyer, P.A.1
  • 6
    • 26444605784 scopus 로고
    • One-dimensional Stratonovich differential equations
    • San Martin J. One-dimensional Stratonovich differential equations. Ann. Probab. 21 1 (1993) 509-553
    • (1993) Ann. Probab. , vol.21 , Issue.1 , pp. 509-553
    • San Martin, J.1
  • 7
    • 0014742116 scopus 로고
    • A differential calculus for multifunctions
    • Banks H.T., and Jacobs M.Q. A differential calculus for multifunctions. J. Math. Anal. Appl. 29 (1970) 246-272
    • (1970) J. Math. Anal. Appl. , vol.29 , pp. 246-272
    • Banks, H.T.1    Jacobs, M.Q.2
  • 8
    • 0012777173 scopus 로고
    • Integration des applications mesurables dont la valeur est un compact convexe
    • Hukuhara M. Integration des applications mesurables dont la valeur est un compact convexe. Funkcial. Ekvac. 10 (1967) 205-223
    • (1967) Funkcial. Ekvac. , vol.10 , pp. 205-223
    • Hukuhara, M.1
  • 13
    • 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. Meth. Nonlinear Anal. 18 1 (2001) 149-171
    • (2001) Topol. Meth. Nonlinear Anal. , vol.18 , Issue.1 , pp. 149-171
    • Kisielewicz, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.