Set-valued stochastic integral equations driven by martingales

DOI10.1016/J.JMAA.2012.04.042MaRDI QIDQ439231zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

set-valued and fuzzy stochastic integral equationset-valued and fuzzy stochastic Lebesgue-Stieltjes trajectory integralset-valued and fuzzy stochastic trajectory integral with respect to martingale

Mathematics Subject Classification ID

Stochastic integrals (60H05) Fuzzy probability (60A86) Stochastic integral equations (60H20)

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Cited in

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