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Bishop, S. A.; Anake, T. A.

Extension of continuous selection sets to non-Lipschitzian quantum stochastic differential inclusion. (English) Zbl 1343.60101

Stochastic Anal. Appl. 31, No. 6, 1114-1124 (2013).
Summary: We establish results on the multifunction associated with the set of solutions of a non-Lipschitz quantum stochastic differential inclusion (QSDI), which still admits a continuous selection from some subsets of complex numbers. The results here generalize existing results.

Cited in 2 Documents

MSC:

60H99 Stochastic analysis
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60H20 Stochastic integral equations
81S25 Quantum stochastic calculus

Keywords:

quantum stochastic differential inclusion; continuous selection; adapted processes; generalized Lipschitz function
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References:

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