scientific article; zbMATH DE number 2061140

MaRDI QIDQ4456992zbMATH OpenFDO

Authors Michał Kisielewicz, Mariusz Michta, Jerzy Motyl

Publication date 21 March 2004

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)

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Cited in

(15)

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

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