Backward stochastic differential inclusions

MaRDI QIDQ3593652zbMATH OpenFDO

Authors Michał Kisielewicz

Publication date 23 July 2007

zbMATH Keywords

set-valued mapsbackward stochastic inclusions

Mathematics Subject Classification ID

Set-valued operators (47H04) Set-valued and variational analysis (49J53) Stochastic integrals (60H05)

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Cited in

(9)

• Weak compactness of weak solutions sets of forward-backward stochastic differential inclusions
• Existence of strong viable solutions of backward stochastic differential inclusions
• Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process
• Set-valued risk measures as backward stochastic difference inclusions and equations
• On global in time existence of solutions of stochastic inclusions with backward mean derivatives
• Backward stochastic evolution inclusions in UMD Banach spaces
• Set-valued backward stochastic differential equations
• Viability for impulsive stochastic differential inclusions driven by fractional Brownian motion
• Multivalued stochastic integration and backward stochastic differential inclusions

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