Continuity properties of solutions of multivalued equations with white noise perturbation

DOI10.1155/S1048953397000300MaRDI QIDQ1372579zbMATH OpenFDO

Authors Mariusz Michta

Publication date 3 November 2002

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/50888

zbMATH Keywords

set-valued mappingsAumann's integralconvergence in probability of random elements

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Nonlinear differential equations in abstract spaces (34G20) Stochastic analysis (60H99) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

Cited in

(4)

• Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients
• Stochastic set differential equations
• Properties of set-valued stochastic differential equations
• Set-valued stochastic integrals and equations with respect to two-parameter martingales

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