Set-valued stochastic integral equations driven by martingales
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Publication:439231
DOI10.1016/J.JMAA.2012.04.042zbMATH Open1246.60090OpenAlexW1991134471MaRDI QIDQ439231FDOQ439231
Authors: Marek T. Malinowski, Mariusz Michta 
Publication date: 1 August 2012
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.2012.04.042
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Cited In (21)
- Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations
- The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
- On a new set-valued stochastic integral with respect to semimartingales and its applications
- Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales
- Differential equations for closed sets in a Banach space, survey and extension
- Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process
- Title not available (Why is that?)
- On Equations with a Fuzzy Stochastic Integral with Respect to Semimartingales
- On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales
- Approximation schemes for fuzzy stochastic integral equations
- Stochastic integral with respect to set-valued square integrable martingales
- Some properties of strong solutions to stochastic fuzzy differential equations
- Properties of set-valued stochastic differential equations
- Fuzzy stochastic differential equations driven by semimartingales-different approaches
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- Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane
- Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition
- Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales
- Remarks on unboundedness of set-valued Itô stochastic integrals
- Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks
- On solutions to fuzzy stochastic differential equations with local martingales
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