Second Order Stochastic Inclusion (Q3158165)

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Language	Label	Description	Also known as
English	Second Order Stochastic Inclusion	scientific article

Statements

scholarly article

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Second Order Stochastic Inclusion (English)

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Stochastic Analysis and Applications

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publication date

20 January 2005

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zbMATH Keywords

semimartingale

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stochastic inclusion

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stochastic set-valued integral

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weak solution

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MaRDI profile type

MaRDI publication profile

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Nonlinear stochastic differential inclusions on balance space

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Set-valued analysis

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Stochastic nagumo's viability theorem

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The viability theorem for stochastic differential inclusions<sup>2</sup>

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Limiting distributions of least squares estimates of unstable autoregressive processes

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On the invariance principle for U-statistics

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Integrals, conditional expectations, and martingales of multivalued functions

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Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)

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Set-valued stochastic intergrals and stochastic inclutions<sup>1</sup>

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Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides

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Weak limit theorems for stochastic integrals and stochastic differential equations

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STOCHASTIC INCLUSIONS WITH MULTIVALUED INTEGRATORS

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Optimal solutions to stochastic differential inclusions

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Stochastic Functional Inclusion Driven by Semimartingale

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full work available at URL

https://doi.org/10.1081/sap-120030452

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Identifiers

zbMATH Open document ID

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10.1081/SAP-120030452

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3158165

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