On properties of set-valued integrals driven by martingales and set-valued stochastic equations
DOI10.7151/DMDICO.1203OpenAlexW2894481634MaRDI QIDQ5040271FDOQ5040271
Authors: Wojciech Lassota, Mariusz Michta 
Publication date: 11 October 2022
Published in: Discussiones Mathematicae. Differential Inclusions, Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.7151/dmdico.1203
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Set-valued operators (47H04) Stochastic integrals (60H05) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)
Cited In (21)
- The pathwise property for set-valued stochastic processes
- On a new set-valued stochastic integral with respect to semimartingales and its applications
- Stochastic Aumann integral
- Selection properties and set-valued Young integrals of set-valued functions
- Properties of generalized set-valued stochastic integrals
- Submartingale property of set-valued stochastic integration associated with Poisson process and related integral equations on Banach spaces
- Stochastic integral with respect to set-valued square integrable martingales
- Properties of set-valued stochastic differential equations
- Set-valued backward stochastic differential equations
- Strong solution of Itô type set-valued stochastic differential equation
- On martingale property of the stochastic integral equations
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- Set-valued stochastic integrals and equations with respect to two-parameter martingales
- Bilateral set-valued stochastic integral equations
- Set-valued and fuzzy stochastic differential equations driven by semimartingales
- Set-valued stochastic integrals for convoluted Lévy processes
- Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales
- Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks
- Stochastic integrals with multivalued integrators
- The narrowing set-valued stochastic integral equations
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