Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition

DOI10.1515/math-2015-0011zbMath1307.93381OpenAlexW2079079896MaRDI QIDQ2257471

Marek T. Malinowski

Publication date: 25 February 2015

Published in: Open Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/math-2015-0011

zbMATH Keywords

semimartingaleexistence and uniqueness of solutionBihari's inequalityset-valued stochastic integralsfuzzy stochastic differential equationfuzzy stochastic integral equationMaruyama approximationOsgood's conditionset-valued stochastic integral equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Set-valued functions (26E25) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Control/observation systems with incomplete information (93C41) Generalized stochastic processes (60G20) Stochastic systems in control theory (general) (93E03) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (8)

Bilateral set-valued stochastic integral equations ⋮ Fuzzy stochastic differential equations driven by semimartingales-different approaches ⋮ Stochastic fuzzy differential equations of a nonincreasing type ⋮ Fuzzy stochastic differential equations of decreasing fuzziness: Approximate solutions ⋮ On random fuzzy fractional partial integro-differential equations under Caputo generalized Hukuhara differentiability ⋮ Multiple solutions of ordinary differential systems with min-max terms and applications to the fuzzy differential equations ⋮ On multivalued stochastic integral equations driven by semimartingales ⋮ Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients

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