On set-valued stochastic integrals and fuzzy stochastic equations (Q429355): Difference between revisions

The author establishes the notion of a set-valued trajectory stochastic integral in a semimartingale framework. The notion of this set-valued stochastic integral arises in a natural way by the corresponding notion of the decomposable hull of a map with respect to a semimartingale and a filtration. Formal stochastic equations are studied with respect to the existence of solutions for which a relevant Brownian integral is defined. Finally, a corresponding martingale problem is studied for this type of stochastic integral.

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zbMATH Keywords

set-valued stochastic processes

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stochastic integrals

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fuzzy sets

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fuzzy stochastic equations

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reviewed by

Christos E. Kountzakis

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.fss.2011.01.007

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cites work

A stacking theorem approach for fuzzy differential equations.

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Viability theory and fuzzy differential equations

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Nonlinear stochastic differential inclusions on balance space

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The viability theorem for stochastic differential inclusions<sup>2</sup>

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Q5560061

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Q4197800

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Q3042109

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Revisiting fuzzy differential equations

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Q3221125

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Integrals, conditional expectations, and martingales of multivalued functions

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Q4367585

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An Approach to Modelling and Simulation of Uncertain Dynamical Systems

0 references

Q3959169

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Q4856610

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On Set-Valued Stochastic Integrals

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Fuzzy differential equations

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The Cauchy problem for fuzzy differential equations

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Q4039796

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Stochastic integrals of set-valued processes and fuzzy processes

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ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS

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Q3997056

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Set-valued stochastic intergrals and stochastic inclutions<sup>1</sup>

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Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides

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Q4456991

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Interconnection between set and fuzzy differential equations

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Q4650359

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Existence and interrelation between set and fuzzy differential equations.

0 references

Representation theorems, set-valued and fuzzy set-valued Itô integral

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Q3219515

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On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales

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Differentiable selections of multifunctions and their applications

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Q2790531

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Stochastic Functional Inclusion Driven by Semimartingale

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Q4091811

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Q3527104

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Q3996259

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On set-valued stochastic integrals in an M-type 2 Banach space

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On the structure of solutions for fuzzy initial value problem

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Identifiers

zbMATH Open document ID

1255.60006

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Mathematics Subject Classification ID

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10.1016/J.FSS.2011.01.007

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Sitelinks

Mathematics(1 entry)

mardi Publication:429355

@@ Property / DOI @@
-.1016/j.fss.2011.01.007
@@ Property / DOI: 10.1016/j.fss.2011.01.007 / rank @@
-Normal rank
@@ Property / review text @@
+The author establishes the notion of a set-valued trajectory stochastic integral in a semimartingale framework. The notion of this set-valued stochastic integral arises in a natural way by the corresponding notion of the decomposable hull of a map with respect to a semimartingale and a filtration. Formal stochastic equations are studied with respect to the existence of solutions for which a relevant Brownian integral is defined. Finally, a corresponding martingale problem is studied for this type of stochastic integral.
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A86
@@ Property / Mathematics Subject Classification ID: 60A86 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 60H20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6047982
@@ Property / zbMATH DE Number: 6047982 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+set-valued stochastic processes
@@ Property / zbMATH Keywords: set-valued stochastic processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic integrals
@@ Property / zbMATH Keywords: stochastic integrals / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fuzzy sets
@@ Property / zbMATH Keywords: fuzzy sets / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fuzzy stochastic equations
@@ Property / zbMATH Keywords: fuzzy stochastic equations / rank @@
+Normal rank
@@ Property / reviewed by @@
+Christos E. Kountzakis
@@ Property / reviewed by: Christos E. Kountzakis / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.fss.2011.01.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2012927662
@@ Property / OpenAlex ID: W2012927662 / rank @@
+Normal rank
@@ Property / cites work @@
+A stacking theorem approach for fuzzy differential equations.
+Normal rank
@@ Property / cites work @@
+Viability theory and fuzzy differential equations
@@ Property / cites work: Viability theory and fuzzy differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear stochastic differential inclusions on balance space
+Normal rank
@@ Property / cites work @@
+The viability theorem for stochastic differential inclusions<sup>2</sup>
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4197800
@@ Property / cites work: Q4197800 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3042109
@@ Property / cites work: Q3042109 / rank @@
+Normal rank
@@ Property / cites work @@
+Revisiting fuzzy differential equations
@@ Property / cites work: Revisiting fuzzy differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q3221125
@@ Property / cites work: Q3221125 / rank @@
+Normal rank
@@ Property / cites work @@
+Integrals, conditional expectations, and martingales of multivalued functions
+Normal rank
@@ Property / cites work @@
+Q4367585
@@ Property / cites work: Q4367585 / rank @@
+Normal rank
@@ Property / cites work @@
+An Approach to Modelling and Simulation of Uncertain Dynamical Systems
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4856610
@@ Property / cites work: Q4856610 / rank @@
+Normal rank
@@ Property / cites work @@
+On Set-Valued Stochastic Integrals
@@ Property / cites work: On Set-Valued Stochastic Integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Fuzzy differential equations
@@ Property / cites work: Fuzzy differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+The Cauchy problem for fuzzy differential equations
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic integrals of set-valued processes and fuzzy processes
+Normal rank
@@ Property / cites work @@
+ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS
@@ Property / cites work: ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997056
@@ Property / cites work: Q3997056 / rank @@
+Normal rank
@@ Property / cites work @@
+Set-valued stochastic intergrals and stochastic inclutions<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides
+Normal rank
@@ Property / cites work @@
+Q4456991
@@ Property / cites work: Q4456991 / rank @@
+Normal rank
@@ Property / cites work @@
+Interconnection between set and fuzzy differential equations
+Normal rank
@@ Property / cites work @@
+Q4650359
@@ Property / cites work: Q4650359 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence and interrelation between set and fuzzy differential equations.
+Normal rank
@@ Property / cites work @@
+Representation theorems, set-valued and fuzzy set-valued Itô integral
+Normal rank
@@ Property / cites work @@
+Q3219515
@@ Property / cites work: Q3219515 / rank @@
+Normal rank
@@ Property / cites work @@
+On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales
+Normal rank
@@ Property / cites work @@
+Differentiable selections of multifunctions and their applications
+Normal rank
@@ Property / cites work @@
+Q2790531
@@ Property / cites work: Q2790531 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Functional Inclusion Driven by Semimartingale
+Normal rank
@@ Property / cites work @@
+Q4091811
@@ Property / cites work: Q4091811 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3527104
@@ Property / cites work: Q3527104 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+On set-valued stochastic integrals in an M-type 2 Banach space
+Normal rank
@@ Property / cites work @@
+On the structure of solutions for fuzzy initial value problem
+Normal rank
@@ Property / DOI @@
+.1016/J.FSS.2011.01.007
@@ Property / DOI: 10.1016/J.FSS.2011.01.007 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:429355