ON STOCHASTIC DIFFERENTIAL INCLUSIONS WITH UNBOUNDED RIGHT SIDES

ANDREI N. LEPEYEV

Theory of Stochastic Processes Vol. 12 (28), no. 1–2, 2006, pp. 94–105

The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift with a Borel measurable right side. Using a new method of explicit solutions, the necessary and sufficient conditions for the existence of weak solutions of the inclusions with locally unbounded right sides are given.

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