Set-valued Stratonovich integral

DOI10.7151/DMPS.1075MaRDI QIDQ5440429zbMATH OpenOpenAlexFDO

Authors Anna Góralczuk, Jerzy Motyl

Publication date 5 February 2008

Published in Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/f4fbe4dc684734d084568b23a82825dace634e8e

zbMATH Keywords

Hukuhara differentialselection of a set-valued mapsemimartingaleset-valued functionStratonovich integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Stochastic systems in control theory (general) (93E03)

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Cited in

(2)

• scientific article; zbMATH DE number 4194744 (Why is no real title available?)
• scientific article; zbMATH DE number 2227328 (Why is no real title available?)

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