On stochastic differential inclusions with unbounded right sides
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift with a Borel measurable right side. Using a new method of explicit solutions, the necessary and sufficient conditions for the existence of weak solutions of the inclusions with locally unbounded right s...
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| Date: | 2006 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2006
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| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4445 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | On stochastic differential inclusions with unbounded right sides / A.N. Lepeyev // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С.94–105. — Бібліогр.: 23 назв.— англ. |