Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales (Q4981994): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/07362994.2014.970277 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2184779348 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A calculus for set-valued maps and set-valued evolution equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Set valued functions in Fréchet spaces: continuity, Hukuhara differentiability and applications to set differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interconnection between set and fuzzy differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and interrelation between set and fuzzy differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5484956 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuity properties of solutions of multivalued equations with white noise perturbation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic morphological evolution equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Set-valued stochastic integral equations driven by martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Set-valued and fuzzy stochastic differential equations driven by semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic invariance for differential inclusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Topics in spatial stochastic processes. Lectures given at the C. I. M. E. summer school, Martina Franca, Italy, July 1--8, 2001 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Doob-Meyer decomposition for set-indexed submartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4264743 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic integration for set-indexed processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The geometry of correlation fields with an application to functional connectivity of the brain / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterizing Gaussian Models of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing of bond options. Unspanned stochastic volatility and random field models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic integrals in the plane / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic integral for Gaussian processes in the plane / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals for processes with a multi-dimensional parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear stochastic differential inclusions on balance space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Relaxed Controls for Infinite-Dimensional Stochastic Systems of Zakai Type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Set-valued stochastic intergrals and stochastic inclutions<sup>1</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential inclusions and applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: On set-valued stochastic integrals and fuzzy stochastic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Functional Inclusion Driven by Semimartingale / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4084463 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of Random Sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical aspects of fuzzy monotone set-valued stochastic processes. Application to birth-and-growth processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integration in a dynamical stochastic geometric framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on fuzzy set-valued Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of strong solutions for stochastic differential equations in the plane / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniqueness of strong solutions to stochastic differential equations in the plane with deterministic boundary process / rank
 
Normal rank
Property / cites work
 
Property / cites work: NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrals, conditional expectations, and martingales of multivalued functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 21:43, 9 July 2024

scientific article; zbMATH DE number 6418279
Language Label Description Also known as
English
Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales
scientific article; zbMATH DE number 6418279

    Statements

    Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales (English)
    0 references
    0 references
    0 references
    23 March 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    set-valued stochastic integrals
    0 references
    two-parameter martingales
    0 references
    random field
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references