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Second Order Stochastic Inclusion |
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| Abstract: | Abstract The purpose of the paper is to consider some stochastic control problems as a particular case of a more general theory, the stochastic inclusions theory. We discuss the existence of weak solutions to a stochastic inclusion of second order, driven by two general semimartingales. Finally we present some examples. |
| Keywords: | Semimartingale Stochastic inclusion Stochastic set-valued integral Weak solution |