Second Order Stochastic Inclusion

DOI10.1081/SAP-120030452MaRDI QIDQ3158165zbMATH OpenOpenAlexFDO

Authors Mariusz Michta, Jerzy Motyl

Publication date 20 January 2005

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sap-120030452

zbMATH Keywords

semimartingalestochastic inclusionstochastic set-valued integralweak solution

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Stochastic analysis (60H99)

Recommendations

• High Order Stochastic Inclusions and Their Applications
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Cites work

• Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Integrals, conditional expectations, and martingales of multivalued functions
• Limiting distributions of least squares estimates of unstable autoregressive processes
• Nonlinear stochastic differential inclusions on balance space
• On the invariance principle for U-statistics
• Optimal solutions to stochastic differential inclusions
• Set-valued analysis
• Set-valued stochastic intergrals and stochastic inclutions¹
• Stochastic Functional Inclusion Driven by Semimartingale
• STOCHASTIC INCLUSIONS WITH MULTIVALUED INTEGRATORS
• Stochastic nagumo's viability theorem
• The viability theorem for stochastic differential inclusions²
• Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides
• Weak limit theorems for stochastic integrals and stochastic differential equations

Cited in

(9)

• The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
• Second order connections and stochastic horizontal lifts
• Stochastic inclusions driven by two-parameter martingales
• On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales
• scientific article; zbMATH DE number 4179261 (Why is no real title available?)
• Second Order Dynamic Inclusions
• High Order Stochastic Inclusions and Their Applications
• Compactness of solutions to second order stochastic dynamical systems
• scientific article; zbMATH DE number 5034022 (Why is no real title available?)

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