Representation theorems, set-valued and fuzzy set-valued Itô integral

DOI10.1016/j.fss.2006.12.004zbMath1119.60039OpenAlexW2027068213MaRDI QIDQ878973

Aihong Ren, Shou-mei Li

Publication date: 4 May 2007

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2006.12.004

zbMATH Keywords

selectionfuzzy setstochastic integralset-valued martingale

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Stochastic integrals (60H05) Fuzzy real analysis (26E50)

Related Items (13)

Stochastic set differential equations ⋮ Strong solution of Itô type set-valued stochastic differential equation ⋮ Strong solutions to stochastic fuzzy differential equations of Itô type ⋮ On solutions of stochastic differential equations with parameters modeled by random sets ⋮ On set-valued stochastic integrals and fuzzy stochastic equations ⋮ Set-valued stochastic integral equations driven by martingales ⋮ Itô type stochastic fuzzy differential equations with delay ⋮ Unnamed Item ⋮ Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals ⋮ Fuzzy set-valued stochastic Lebesgue integral ⋮ Stochastic integral with respect to set-valued square integrable martingales ⋮ On set-valued stochastic integrals in an M-type 2 Banach space

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