Existence theorem for nonconvex stochastic inclusions

[摘要] An existence theorem for stochastic inclusionsxt−xs∈∫stFτ(xτ)dτ+∫stGτ(xτ)dwτ+∫st∫ℝnHτ,z(xr)v˜(dτ,dz)with nonanticipative nonconvex-valued right-hand sides is proved.

[学科分类] 应用数学