Set-valued assessments of solutions to stochastic differential equations with random set parameters

DOI10.1016/J.JMAA.2012.11.019zbMath1261.60058OpenAlexW2009851468MaRDI QIDQ1941099

Bernhard Schmelzer

Publication date: 11 March 2013

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.11.019

zbMATH Keywords

stochastic differential equationparameter uncertaintyrandom setparameterized probability measuresset-valued stochastic processset-valued set function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Related Items (7)

Estimation of the evolution of a random set ⋮ Weak solutions of set-valued stochastic differential equations ⋮ Imprecise random variables, random sets, and Monte Carlo simulation ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals ⋮ On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales ⋮ Strong integral of multifunctions relative to a fuzzy measure ⋮ Comparison between Birkhoff integral and Gould integral

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