Stochastic Functional Inclusion Driven by Semimartingale

DOI10.1080/07362999808809546zbMath0914.60024MaRDI QIDQ4393908

Jerzy Motyl

Publication date: 20 June 1999

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999808809546

zbMATH Keywords

stochastic differential inclusion; semimartingale; predictable set-valued function

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34F05: Ordinary differential equations and systems with randomness

47H40: Random nonlinear operators

Related Items

High Order Stochastic Inclusions and Their Applications, Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales, On set-valued stochastic integrals and fuzzy stochastic equations, On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales, Stochastic differential inclusions and diffusion processes, Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition, Second Order Stochastic Inclusion, On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales

Cites Work

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