On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales

DOI10.1016/J.JDE.2016.10.039MaRDI QIDQ729940zbMATH OpenOpenAlexFDO

Authors Mariusz Michta

Publication date 22 December 2016

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jde.2016.10.039

zbMATH Keywords

semimartingalecontinuous selectionset-valued functionattainable setset-valued stochastic differential equationstochastic differential inclusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential inclusions (34A60)

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Cited in

(14)

• Properties of set-valued Young integrals and Young differential inclusions generated by sets of Hölder functions
• The existence and exponential behavior of solutions to time fractional stochastic delay evolution inclusions with nonlinear multiplicative noise and fractional noise
• The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
• Weak solutions of set-valued stochastic differential equations
• Exponential stability for a class of set dynamic equations on time scales
• Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process
• Selection properties and set-valued Young integrals of set-valued functions
• Properties of set-valued stochastic differential equations
• On set-valued stochastic equations and stochastic inclusions driven by a Brownian sheet
• Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane
• A numerical method for solving stochastic Volterra-Fredholm integral equation
• Relationship between attainable sets of functional and set-valued functional stochastic inclusions
• 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

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