Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4616712 | Journal of Mathematical Analysis and Applications | 2013 | 5 Pages |
Abstract
We prove the existence of strong solutions of a nonautonomous stochastic inclusion dXtâF(t,Xt)dt+G(t,Xt)dWt,X0=ξ, with Carathéodory-“upper separated” set-valued functions F and G.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Jerzy Motyl,