On a new set-valued stochastic integral with respect to semimartingales and its applications

DOI10.1016/j.jmaa.2013.06.054zbMath1306.60062OpenAlexW2059130626MaRDI QIDQ2258491

Marek T. Malinowski

Publication date: 26 February 2015

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.2013.06.054

zbMATH Keywords

existence of solutionstochastic differential inclusionsemimartingaleset-valued stochastic integralsfuzzy stochastic integralfuzzy stochastic differential equationset-valued stochastic integral equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Stochastic integrals (60H05) Fuzzy probability (60A86)

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