Set-valued Stratonovich integral

DOI10.7151/DMPS.1075zbMath1129.93045OpenAlexW2613796396MaRDI QIDQ5440429

Anna Góralczuk, Jerzy Motyl

Publication date: 5 February 2008

Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f4fbe4dc684734d084568b23a82825dace634e8e

zbMATH Keywords

set-valued functionsemimartingaleStratonovich integralHukuhara differentialselection of a set-valued map

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Stochastic integrals (60H05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

This page was built for publication: Set-valued Stratonovich integral