STOCHASTIC INCLUSIONS WITH MULTIVALUED INTEGRATORS

DOI10.1081/SAP-120006111zbMath1018.60042MaRDI QIDQ4796582

Mariusz Michta

Publication date: 11 September 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

martingalesselectionstochastic integralsset-valued stochastic processesstochastic inclusion

Mathematics Subject Classification ID

Set-valued maps in general topology (54C60) Martingales with continuous parameter (60G44) Generalized stochastic processes (60G20)

Related Items (8)

Second Order Stochastic Inclusion ⋮ On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales ⋮ Set-valued stochastic integral equations driven by martingales ⋮ Stochastic equations with discontinuous jump functions ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals ⋮ The Upper and Lower Solutions Method for Stochastic Inclusions with Discontinuous Multivalued Mappings ⋮ The interrelation between stochastic differential inclusions and set-valued stochastic differential equations ⋮ High Order Stochastic Inclusions and Their Applications

Cites Work

• Unnamed Item
• On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
• Integrals, conditional expectations, and martingales of multivalued functions
• On the solution of stochastic differential inclusion
• Set-valued stochastic intergrals and stochastic inclutions¹

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