Set valued Stratonovich integral and Stratonovich type stochastic inclusion

MaRDI QIDQ3593653zbMATH OpenFDO

Authors Mariusz Michta, Jerzy Motyl

Publication date 23 July 2007

Mathematics Subject Classification ID

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

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Cited in

(6)

• A Banach lattice approach to convergent integrably bounded set-valued martingales and their positive parts
• The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
• Martingale problem to Stratonovich stochastic inclusion
• Selection property of Stratonovich set-valued integral
• Set-valued Stratonovich integral
• Set-valued stochastic integrals and stochastic inclusions in a plane

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