Acta Mathematica Vietnamica
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INTÉGRATION STOCHASTIQUE MULTIVOQUE ET INCLUSIONS DIFFÉRENTIELLES STOCHASTIQUES RÉTROGRADES
A. BOUCHEN, A. EL ARNI, Y. OUKNINE, M. N'ZIpp. 325-345
Abstract
We will present several results concerning multivalued stochastic integration and the existence of solution for some backward stochastic differential inclusion under various conditions, including non-Lipschitz case.