Set-valued and fuzzy stochastic differential equations driven by semimartingales

DOI10.1016/j.na.2012.11.015zbMath1260.60010OpenAlexW2022121404MaRDI QIDQ1935003

Joanna Sobolewska, Mariusz Michta, Marek T. Malinowski

Publication date: 30 January 2013

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2012.11.015

zbMATH Keywords

set-valued and fuzzy stochastic integral equationset-valued and fuzzy stochastic trajectory integral with respect to semimartingales

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20) Fuzzy probability (60A86)

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