Integration stochastique multivoque et inclusions differentielles stochastiques

DOI10.1080/17442500008834227zbMATH Open0957.60069OpenAlexW2071317465MaRDI QIDQ4950737FDOQ4950737

Youssef Ouknine, Abdelkhalek El Arni, A. Bouchen

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)

Cites Work

• Integrals, conditional expectations, and martingales of multivalued functions
• Stochastic differential equations with jump reflection at the boundary
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Cited In (8)

• STOCHASTIC INCLUSIONS WITH MULTIVALUED INTEGRATORS
• Title not available (Why is that?)
• Title not available (Why is that?)
• On multivalued stochastic integral equations driven by semimartingales
• Set-valued stochastic integrals and stochastic inclusions in a plane
• 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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