Martingale problem to Stratonovich stochastic inclusion

DOI10.1016/J.NA.2009.01.157zbMath1238.60078OpenAlexW2008222598MaRDI QIDQ419923

Mariusz Michta, Jerzy Motyl

Publication date: 20 May 2012

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2009.01.157

zbMATH Keywords

weak solutionmartingale problemHukuhara differentialselection of a set-valued mapStratonovich stochastic inclusion

Mathematics Subject Classification ID

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

Related Items (3)

Set-valued stochastic integral equations driven by martingales ⋮ Selection properties and set-valued Young integrals of set-valued functions ⋮ The interrelation between stochastic differential inclusions and set-valued stochastic differential equations

Cites Work

• Differentiable selections of multifunctions and their applications
• Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides
• One-dimensional Stratonovich differential equations
• A differential calculus for multifunctions
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