The narrowing set-valued stochastic integral equations

zbMATH Open1333.93224MaRDI QIDQ5744441FDOQ5744441

Authors: Marek T. Malinowski 

Publication date: 18 February 2016

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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)

Cited In (4)

• Bilateral multivalued stochastic integral equations with weakening of the Lipschitz assumption
• Title not available (Why is that?)
• 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

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