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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zbMATH Keywords

set-valued functionset-valued stochastic differential equationset-valued stochastic integral

Mathematics Subject Classification ID

Set-valued operators (47H04) Stochastic integrals (60H05) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

Cited In (8)

• The pathwise property for set-valued stochastic processes
• Stochastic Aumann integral
• Stochastic integral with respect to set-valued square integrable martingales
• Strong solution of Itô type set-valued stochastic differential equation
• Title not available (Why is that?)
• Set-valued and fuzzy stochastic differential equations driven by semimartingales
• Stochastic integrals with multivalued integrators
• Title not available (Why is that?)

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