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Averaging in Volterra set-valued integral equations

โœ Scribed by A. N. Vityuk


Book ID
112473052
Publisher
Springer
Year
1995
Tongue
English
Weight
268 KB
Volume
47
Category
Article
ISSN
0041-5995

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Monotone operators in stochastic set-val
โœ J. Motyl ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 294 KB

Let \(F\) and \(G\) be set-valued functions. Under certain measurability conditions there exist set-valued stochastic integrals \(\int_{s}^{t} F d \tau\), and \(\int_{s}^{t} G d W_{\tau}\) defined as Aumann's type integrals. Given such integrals we study a stochastic inclusion of the form: \[ x_{t}