Optimal solutions to stochastic differential inclusions
نویسندگان
چکیده
منابع مشابه
Weak Solutions of Stochastic Differential Inclusions and Their Compactness
In this paper, we consider weak solutions to stochastic inclusions driven by a semimartingale and a martingale problem formulated for such inclusions. Using this we analyze compactness of the set of solutions. The paper extends some earlier results known for stochastic differential inclusions driven by a diffusion process.
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ژورنال
عنوان ژورنال: Applicationes Mathematicae
سال: 2002
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am29-4-2