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.
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| Date: | 2007 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2007
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4482 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862615010866364416 |
|---|---|
| author | Lepeyev, A.N. |
| author_facet | Lepeyev, A.N. |
| 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. |
| collection | DSpace DC |
| 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.
|
| first_indexed | 2025-11-29T12:42:29Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4482 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-29T12:42:29Z |
| publishDate | 2007 |
| publisher | Інститут математики НАН України |
| record_format | 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 |
| spellingShingle | Uniqueness in law of solutions of stochastic differential inclusions Lepeyev, A.N. |
| title | 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_short | Uniqueness in law of solutions of stochastic differential inclusions |
| title_sort | uniqueness in law of solutions of stochastic differential inclusions |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4482 |
| work_keys_str_mv | AT lepeyevan uniquenessinlawofsolutionsofstochasticdifferentialinclusions |