Journal of Applied Mathematics and Stochastic Analysis
Volume 7 (1994), Issue 2, Pages 151-159
doi:10.1155/S104895339400016X
Abstract
An existence theorem for stochastic inclusions xt−xs∈∫stFτ(xτ)dτ+∫stGτ(xτ)dwτ+∫st∫ℝnHτ,z(xr)v˜(dτ,dz) with nonanticipative nonconvex-valued right-hand sides is proved.