On set-valued stochastic integrals and fuzzy stochastic equations (Q429355): Difference between revisions
From MaRDI portal
Removed claim: reviewed by (P1447): Item:Q539325 |
Changed an Item |
||
Property / reviewed by | |||
Property / reviewed by: Christos E. Kountzakis / rank | |||
Normal rank |
Revision as of 17:54, 15 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On set-valued stochastic integrals and fuzzy stochastic equations |
scientific article |
Statements
On set-valued stochastic integrals and fuzzy stochastic equations (English)
0 references
19 June 2012
0 references
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.
0 references
set-valued stochastic processes
0 references
stochastic integrals
0 references
fuzzy sets
0 references
fuzzy stochastic equations
0 references