Weak solutions of set-valued stochastic differential equations

DOI10.1016/J.JMAA.2019.01.007zbMATH Open1426.60073OpenAlexW2909311065MaRDI QIDQ2633341FDOQ2633341

Authors: Mariusz Michta, Michał Kisielewicz 

Publication date: 8 May 2019

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.2019.01.007

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zbMATH Keywords

set-valued mappingsset-valued stochastic processesset-valued integrals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fuzzy ordinary differential equations (34A07)

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Cited In (8)

• Properties of set-valued Young integrals and Young differential inclusions generated by sets of Hölder functions
• Exponential stability for a class of set dynamic equations on time scales
• Selection properties and set-valued Young integrals of set-valued functions
• Properties of set-valued stochastic differential equations
• Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane
• On the Existence of Weak Solutions for Stochastic Differential Equations with Driving L⁰ -Valued Measures
• Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales
• Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks

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