Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process (Q4561043): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / 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: Q3593646 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The viability theorem for stochastic differential inclusions<sup>2</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Set-valued analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic integrals in the plane / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random nonlinear wave equations: Smoothness of the solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of the increments of a stochastic integral associated to the stochastic wave equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the convergence of solutions of multivalued parabolic equations and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the general theory of random fields on the plane / 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: Q4367585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of Weak Solutions to Stochastic Evolution Inclusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD / 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: Q3997056 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4456991 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4456992 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3593652 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3535024 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential inclusions and applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Properties of set-valued stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4648879 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5747173 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2825633 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5484956 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3840837 / 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: The interrelation between stochastic differential inclusions and set-valued stochastic differential equations / 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: Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2790531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4221849 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viable solutions of set-valued stochastic equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Itō inclusion with upper separated multifunctions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities for differential and integral equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4220653 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4520889 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical solutions of some stochastic hyperbolic wave equations including sine-Gordon equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear stochastic functional integral equations in the plane / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1142/s0219493718500478 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2781926166 / rank
 
Normal rank

Latest revision as of 08:34, 30 July 2024

scientific article; zbMATH DE number 6991216
Language Label Description Also known as
English
Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process
scientific article; zbMATH DE number 6991216

    Statements

    Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process (English)
    0 references
    0 references
    0 references
    10 December 2018
    0 references
    two-parameter Wiener process
    0 references
    set-valued stochastic integral equation
    0 references
    stochastic inclusion
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers