On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales

DOI10.1016/J.JDE.2016.10.039zbMath1405.60080OpenAlexW2549808526MaRDI QIDQ729940

Mariusz Michta

Publication date: 22 December 2016

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2016.10.039

zbMATH Keywords

continuous selectionattainable setstochastic differential inclusionset-valued functionsemimartingaleset-valued stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential inclusions (34A60)

Related Items (9)

Weak solutions of set-valued stochastic differential equations ⋮ Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process ⋮ The existence and exponential behavior of solutions to time fractional stochastic delay evolution inclusions with nonlinear multiplicative noise and fractional noise ⋮ Exponential stability for a class of set dynamic equations on time scales ⋮ Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane ⋮ Selection properties and set-valued Young integrals of set-valued functions ⋮ Unnamed Item ⋮ Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks ⋮ Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales

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