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Acta Mathematica Vietnamica

INTÉGRATION STOCHASTIQUE MULTIVOQUE ET INCLUSIONS DIFFÉRENTIELLES STOCHASTIQUES RÉTROGRADES

A. BOUCHEN, A. EL ARNI, Y. OUKNINE, M. N'ZI

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.