Uniqueness in law of solutions of stochastic differential inclusions
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift with Borel measurable mapping at the right side. We give the conditions for uniqueness in law and existence of unique in law weak solutions of the inclusions with locally unbounded right sides.
Збережено в:
| Дата: | 2007 |
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| Автор: | |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2007
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| Онлайн доступ: | https://nasplib.isofts.kiev.ua/handle/123456789/4482 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | Uniqueness in law of solutions of stochastic differential inclusions / A.N. Lepeyev // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 110-121. — Бібліогр.: 7 назв.— англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
nasplib_isofts_kiev_ua-123456789-4482 |
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dspace |
| spelling |
Lepeyev, A.N. 2009-11-19T10:15:08Z 2009-11-19T10:15:08Z 2007 Uniqueness in law of solutions of stochastic differential inclusions / A.N. Lepeyev // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 110-121. — Бібліогр.: 7 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4482 The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift with Borel measurable mapping at the right side. We give the conditions for uniqueness in law and existence of unique in law weak solutions of the inclusions with locally unbounded right sides. en Інститут математики НАН України Uniqueness in law of solutions of stochastic differential inclusions Article published earlier |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
Uniqueness in law of solutions of stochastic differential inclusions |
| spellingShingle |
Uniqueness in law of solutions of stochastic differential inclusions Lepeyev, A.N. |
| title_short |
Uniqueness in law of solutions of stochastic differential inclusions |
| title_full |
Uniqueness in law of solutions of stochastic differential inclusions |
| title_fullStr |
Uniqueness in law of solutions of stochastic differential inclusions |
| title_full_unstemmed |
Uniqueness in law of solutions of stochastic differential inclusions |
| title_sort |
uniqueness in law of solutions of stochastic differential inclusions |
| author |
Lepeyev, A.N. |
| author_facet |
Lepeyev, A.N. |
| publishDate |
2007 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| description |
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift with Borel measurable mapping at the right side. We give the conditions for uniqueness in law and existence of unique in law weak solutions of the inclusions with locally unbounded right sides.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/4482 |
| citation_txt |
Uniqueness in law of solutions of stochastic differential inclusions / A.N. Lepeyev // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 110-121. — Бібліогр.: 7 назв.— англ. |
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AT lepeyevan uniquenessinlawofsolutionsofstochasticdifferentialinclusions |
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2025-11-29T12:42:29Z |
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2025-11-29T12:42:29Z |
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1850854912571736064 |