Stochastic integrals of set-valued processes and fuzzy processes
From MaRDI portal
Publication:1304696
DOI10.1006/jmaa.1999.6461zbMath0954.60043MaRDI QIDQ1304696
Publication date: 5 February 2001
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmaa.1999.6461
28B20: Set-valued set functions and measures; integration of set-valued functions; measurable selections
60H05: Stochastic integrals
Related Items
On Set-Valued Stochastic Integrals, Gaussian processes and martingales for fuzzy valued random variables with continuous parameter, On set-valued stochastic integrals and fuzzy stochastic equations, Set-valued stochastic integral equations driven by martingales, Strong solution of Itô type set-valued stochastic differential equation, Some properties of set-valued stochastic integrals, Representation theorems, set-valued and fuzzy set-valued Itô integral, Stochastic integral with respect to set-valued square integrable martingales, Differentiation of sets in measure, On set-valued stochastic integrals in an M-type 2 Banach space, Stochastic set differential equations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Radon-Nikodým theorem and conditional expectation of fuzzy-valued measures and variables
- The Cauchy problem for fuzzy differential equations
- On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
- A stability result for differential inclusions in Banach spaces
- Convex analysis and measurable multifunctions
- Integrals, conditional expectations, and martingales of multivalued functions
- Fuzzy conditional expectation
- On fuzzy differential equations
- Trajectories of set valued integrals
- Limit theorems for fuzzy random variables
- Survey of Measurable Selection Theorems
- Nonlinear stochastic differential inclusions on balance space
- Fuzzy sets
- Fuzzy martingales - a simple form of fuzzy processes∗
- Fuzzy differential equations
