Set valued Stratonovich integral and Stratonovich type stochastic inclusion

zbMATH Open1131.60050MaRDI QIDQ3593653FDOQ3593653

Authors: Mariusz Michta, Jerzy Motyl 

Publication date: 23 July 2007

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• scientific article; zbMATH DE number 579339
• Integration stochastique multivoque et inclusions differentielles stochastiques

Mathematics Subject Classification ID

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

Cited In (6)

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

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