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

DOI10.1016/J.JDE.2016.10.039zbMATH Open1405.60080OpenAlexW2549808526MaRDI QIDQ729940FDOQ729940

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

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STOCHASTIC INCLUSIONS WITH MULTIVALUED INTEGRATORS

semimartingale continuous selection set-valued function attainable set set-valued stochastic differential equation stochastic 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 (10)

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
Weak solutions of set-valued stochastic differential equations
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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
Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane
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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