Buchumschlag

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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Bibliographische Detailangaben
Datum:	2007
1. Verfasser:	Lepeyev, A.N.
Format:	Artikel
Sprache:	Englisch
Veröffentlicht:	Інститут математики НАН України 2007
Online Zugang:	https://nasplib.isofts.kiev.ua/handle/123456789/4482
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Zitieren:	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

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