Uniqueness in law of solutions of stochastic differential inclusions

• Date: 2007
• ISSN: 0321-3900
• Main Author: Lepeyev, A.N.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2007
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4482
• 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.

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.