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Stochastic Differential Inclusions

  • Michał Kisielewicz
Chapter
Part of the Springer Optimization and Its Applications book series (SOIA, volume 80)

Abstract

This chapter is devoted to the theory of stochastic differential inclusions. The main results deal with stochastic functional inclusions defined by set-valued functional stochastic integrals. Subsequent sections discuss properties of stochastic and backward stochastic differential inclusions.

Keywords

Brownian Motion Probability Measure Weak Solution Optimal Control Problem Strong Solution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Michał Kisielewicz
    • 1
  1. 1.Faculty of MathematicsUniversity of Zielona GóraZielona GóraPoland

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