Strong solution of Itô type set-valued stochastic differential equation

Acta Mathematica Sinica, English Series

Volumn 26, Issue 9, 2010, Pages 1739-1748

  Li, Jun Gang ^a,b   Li, Shou Mei ^b   Ogura, Yukio ^c  

^a BEIJING JIAOTONG UNIVERSITY   (China)

^b BEIJING UNIVERSITY OF TECHNOLOGY   (China)

^c SAGA UNIVERSITY   (Japan)

Author keywords

set valued Lebesgue integral; set valued stochastic differential equation; Set valued stochastic process; strong solution

Indexed keywords

EID: 77955611549     PISSN: 14398516     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10114-010-8298-x     Document Type: Article

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