Set-valued stochastic integral equations driven by martingales
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Publication:439231
DOI10.1016/j.jmaa.2012.04.042zbMath1246.60090OpenAlexW1991134471MaRDI QIDQ439231
Mariusz Michta, Marek T. Malinowski
Publication date: 1 August 2012
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.04.042
set-valued and fuzzy stochastic integral equationset-valued and fuzzy stochastic Lebesgue-Stieltjes trajectory integralset-valued and fuzzy stochastic trajectory integral with respect to martingale
Related Items (18)
Differential equations for closed sets in a Banach space, survey and extension ⋮ Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations ⋮ Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process ⋮ Fuzzy stochastic differential equations driven by semimartingales-different approaches ⋮ Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane ⋮ On solutions to fuzzy stochastic differential equations with local martingales ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals ⋮ Some properties of strong solutions to stochastic fuzzy differential equations ⋮ Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition ⋮ On a new set-valued stochastic integral with respect to semimartingales and its applications ⋮ The interrelation between stochastic differential inclusions and set-valued stochastic differential equations ⋮ On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales ⋮ Approximation schemes for fuzzy stochastic integral equations ⋮ Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks ⋮ On Equations with a Fuzzy Stochastic Integral with Respect to Semimartingales ⋮ Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales ⋮ Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales ⋮ Properties of set-valued stochastic differential equations
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