The narrowing set-valued stochastic integral equations

MaRDI QIDQ5744441zbMATH OpenFDO

Authors Marek T. Malinowski

Publication date 18 February 2016

zbMATH Keywords

set-valued mappingset-valued stochastic processset-valued stochastic differential equationset-valued stochastic integral equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Set-valued functions (26E25) Generalized stochastic processes (60G20) Control/observation systems with incomplete information (93C41) Stochastic systems in control theory (general) (93E03) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

Recommendations

• Bilateral set-valued stochastic integral equations
• scientific article; zbMATH DE number 5974995
• On properties of set-valued integrals driven by martingales and set-valued stochastic equations
• Set-valued stochastic integral equations driven by martingales
• Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks

Cited in

(4)

• Bilateral multivalued stochastic integral equations with weakening of the Lipschitz assumption
• scientific article; zbMATH DE number 5974995 (Why is no real title available?)
• Bilateral set-valued stochastic integral equations
• \(L^{p}\) (\(p\geq 2\))-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients

This page was built for publication: The narrowing set-valued stochastic integral equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5744441)