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Stochastic approximation and differential inclusions II: Applications. [PDF]

open access: possibleMathematics of Operations Research, 2005
Michel Benaim   +2 more
openaire   +1 more source

On stochastic differential inclusions with unbounded right sides

2009
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift with a Borel measurable right side. Using a new method of explicit solutions, the necessary and sufficient conditions for the existence of weak solutions of the inclusions with locally unbounded right sides are given.
openaire   +1 more source

Stochastic Approximations and Differential Inclusions, Part II: Applications

Mathematics of Operations Research, 2006
Michel benaïm   +2 more
exaly  

Uniqueness in law of solutions of stochastic differential inclusions

2009
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.
openaire   +1 more source

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