Journal of Applied Mathematics and Stochastic Analysis
Volume 7 (1994), Issue 2, Pages 151-159

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

Copyright © 1994 Michał Kisielewicz. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


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.