Bilateral set-valued stochastic integral equations

DOI10.2298/FIL1809253MMaRDI QIDQ5032370zbMATH OpenOpenAlexWikidataFDO

Authors Marek T. Malinowski, Donal O'Regan

Publication date 16 February 2022

Published in Filomat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/fil1809253m

zbMATH Keywords

set-valued mappingset-valued stochastic integral equationset-valued stochastic process

Mathematics Subject Classification ID

Set-valued functions (26E25) Random integral equations (45R05) Stochastic integral equations (60H20)

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Cited in

(5)

• Bilateral multivalued stochastic integral equations with weakening of the Lipschitz assumption
• scientific article; zbMATH DE number 5974995 (Why is no real title available?)
• The narrowing set-valued stochastic integral equations
• Mixed set-valued stochastic differential equations: existence, uniqueness and averaging principle
• Financial models and well-posedness properties for symmetric set-valued stochastic differential equations with relaxed Lipschitz condition

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