Journal of Applied Mathematics and Stochastic Analysis 
Volume 7 (1994), Issue 2, Pages 151-159
doi:10.1155/S104895339400016X

Existence theorem for nonconvex stochastic inclusions

Michał Kisielewicz

Higher College of Engineering, Institute of Mathematics, Podgórna 50, Zielona Góra 65-246, Poland

Received 1 November 1993; Revised 1 March 1994

Abstract

An existence theorem for stochastic inclusions xtxsstFτ(xτ)dτ+stGτ(xτ)dwτ+stnHτ,z(xr)v˜(dτ,dz) with nonanticipative nonconvex-valued right-hand sides is proved.