Properties of generalized set-valued stochastic integrals

DOI10.7151/DMDICO.1155MaRDI QIDQ2951139zbMATH OpenOpenAlexFDO

Authors Michał Kisielewicz

Publication date 9 October 2015

Published in Discussiones Mathematicae. Differential Inclusions, Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7151/dmdico.1155

zbMATH Keywords

set-valued solutionsset-valued stochastic integralsstochastic differential equations

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Set-valued operators (47H04) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99)

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(11)

• Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales
• Integrable boundedness of set-valued stochastic integrals
• Weak solutions of set-valued stochastic differential equations
• Approximation theorems for set-valued stochastic integrals
• scientific article; zbMATH DE number 1857850 (Why is no real title available?)
• scientific article; zbMATH DE number 2092235 (Why is no real title available?)
• Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks
• Integrably bounded set-valued stochastic integrals
• Weak compactness of weak solutions sets to stochastic differential inclusions
• Selection theorems for set-valued stochastic integrals
• Boundedness of set-valued stochastic integrals

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