The interrelation between stochastic differential inclusions and set-valued stochastic differential equations

DOI10.1016/j.jmaa.2013.06.055zbMath1317.34141OpenAlexW2003428159MaRDI QIDQ2258497

Marek T. Malinowski, Mariusz Michta

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.2013.06.055

zbMATH Keywords

stochastic differential inclusionset-valued stochastic differential equationset-valued stochastic integral equation

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Ordinary differential equations and systems with randomness (34F05) Stochastic integral equations (60H20)

Related Items (13)

Differential equations for closed sets in a Banach space, survey and extension ⋮ Weak solutions of set-valued stochastic differential equations ⋮ Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process ⋮ A viability theorem for set-valued states in a Hilbert space ⋮ Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane ⋮ Global exponential stability and stabilization of stochastic memristive neural networks with spatial diffusions and hybrid delays ⋮ Set-valued backward stochastic differential equations ⋮ Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals ⋮ On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales ⋮ Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks ⋮ Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales ⋮ Properties of set-valued stochastic differential equations

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