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Theory of Stochastic Processes, 2007, Volume 13(29), Issue 1, Pages 110–121 (Mi thsp190)  
Uniqueness in law of solutions of stochastic differential inclusions

Andrei N. Lepeyev

Department of Functional Analysis, Belarusian State University, pr. Nezavisimosti 4a, 220030, Minsk, Belarus
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Abstract: The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift with Borel measurable mapping at the right side. We give the conditions for uniqueness in law and existence of unique in law weak solutions of the inclusions with locally unbounded right sides.
Keywords: Stochastic differential equations, stochastic differential inclusions, measurable coefficients.
Bibliographic databases:
Document Type: Article
MSC: 34A60, 60G44, 60H10, 60J65, 60H99
Language: English
Citation: Andrei N. Lepeyev, “Uniqueness in law of solutions of stochastic differential inclusions”, Theory Stoch. Process., 13(29):1 (2007), 110–121
Citation in format AMSBIB
\Bibitem{Lep07}
\by Andrei~N.~Lepeyev
\paper Uniqueness in law of solutions of
stochastic differential inclusions
\jour Theory Stoch. Process.
\yr 2007
\vol 13(29)
\issue 1
\pages 110--121
\mathnet{http://mi.mathnet.ru/thsp190}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2343816}
\zmath{https://zbmath.org/?q=an:1150.60019}
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