Integration stochastique multivoque et inclusions differentielles stochastiques

DOI10.1080/17442500008834227MaRDI QIDQ4950737zbMATH OpenOpenAlexFDO

Authors A. Bouchen, Youssef Ouknine, Abdelkhalek El Arni

Publication date 29 March 2001

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442500008834227

zbMATH Keywords

set-valued processstochastic differential inclusionmultivalued stochastic integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) Stochastic analysis (60H99)

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Cites work

• scientific article; zbMATH DE number 3855514 (Why is no real title available?)
• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• scientific article; zbMATH DE number 490143 (Why is no real title available?)
• Integrals, conditional expectations, and martingales of multivalued functions
• Stochastic differential equations with jump reflection at the boundary

Cited in

(11)

• STOCHASTIC INCLUSIONS WITH MULTIVALUED INTEGRATORS
• Stochastic Aumann integral
• scientific article; zbMATH DE number 708767 (Why is no real title available?)
• scientific article; zbMATH DE number 125753 (Why is no real title available?)
• Set valued Stratonovich integral and Stratonovich type stochastic inclusion
• On multivalued stochastic integral equations driven by semimartingales
• Set-valued stochastic integrals and stochastic inclusions in a plane
• Stochastic differential inclusions and applications.
• Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition
• A multiparameter stochastic integral and forward equations
• Multivalued stochastic integration and backward stochastic differential inclusions

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