On the stability of solutions of stochastic differential inclusions |
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Authors: | T N Kravets |
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Institution: | (1) Institute of Applied Mathematics and Mechanics, Ukrainian Academy of Sciences, Donetsk |
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Abstract: | We study the stability in probability of a solution of a stochastic differential inclusion in a finite-dimensional space with nonrandom coefficients and a maximally monotone operator in the drift coefficient.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 4, pp. 551–554, April, 1995. |
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