A stochastic filippov theorem

Authors: G. Da Prato ^a; H. Frankowska ^b

Affiliations:	^a Seuola Normale Superiore di Pisa, Pisa, Italy
	^b CEREMADE, Universite de Paris-Dauphine, France

DOI: 10.1080/07362999408809361

Publication Frequency: 6 issues per year

Published in: journal

Stochastic Analysis and Applications, Volume 12, Issue 4 1994 , pages 409 - 426

Subjects: Statistics & Probability; Stochastic Models & Processes;

Formats available: PDF (English)

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Abstract

We prove a generalization of the Filippov Theorem, [4], for stochastic differential inclusions, and present an application to linearization of differential inclusions and to infinitesimal behaviour of solutions

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A stochastic filippov theorem

Abstract