scientific article; zbMATH DE number 2061140

zbMATH Open1064.93042MaRDI QIDQ4456992FDOQ4456992

Authors: Michał Kisielewicz, Mariusz Michta, Jerzy Motyl 

Publication date: 21 March 2004

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zbMATH Keywords

existence of solutionsstochastic processstochastic differential inclusionstochastic functional inclusionsstochastic set-valued integralstochastic contingent set\(\varepsilon\)-viabilityweak viability conditions

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Set-valued and variational analysis (49J53) Existence of optimal solutions to problems involving randomness (49J55) Stochastic integrals (60H05) Stochastic systems in control theory (general) (93E03) Stochastic integral equations (60H20)

Cited In (15)

• Properties of set-valued Young integrals and Young differential inclusions generated by sets of Hölder functions
• The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
• On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces
• On a new set-valued stochastic integral with respect to semimartingales and its applications
• Differentiable selections of multifunctions and their applications
• Non-compact-valued stochastic control under state constraints
• Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process
• Set-valued stochastic integral equations driven by martingales
• On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales
• Representation theorems, set-valued and fuzzy set-valued Itô integral
• Stochastic integral with respect to set-valued square integrable martingales
• Strong solution of Itô type set-valued stochastic differential equation
• Existence of solutions for a impulsive nonlocal stochastic functional integrodifferential inclusion in Hilbert spaces
• A supermartingale relation for multivariate risk measures
• Some properties and convergence theorems of set-valued Choquet integrals

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