Weak solutions of set-valued stochastic differential equations

Michał Kisielewicz; Mariusz Michta

doi:10.1016/j.jmaa.2019.01.007

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Weak solutions of set-valued stochastic differential equations

Michał Kisielewicz Mariusz Michta

Year: 2019 Journal: Journal of Mathematical Analysis and Applications Vol: 473 (2)Pages: 1026-1052 Publisher: Elsevier BV

DOI: 10.1016/j.jmaa.2019.01.007

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Keywords:

Mathematics Uniqueness Compact space Stochastic differential equation Weak solution Set (abstract data type) Differential equation Stochastic partial differential equation Solution set Mathematical analysis Applied mathematics

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Fuzzy Systems and Optimization

Physical Sciences → Mathematics → Statistics and Probability

Optimization and Variational Analysis

Physical Sciences → Computer Science → Computational Theory and Mathematics

Nonlinear Differential Equations Analysis

Physical Sciences → Mathematics → Applied Mathematics

Weak solutions of set-valued stochastic differential equations

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