Set-valued stochastic differential equations with unbounded coefficients

DOI10.1007/S11228-025-00754-6MaRDI QIDQ6988492zbMATH OpenFDO

Authors Atiqah Almuzaini, Jin Ma

Publication date 4 May 2025

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11228-025-00754-6

zbMATH Keywords

set-valued stochastic differential equationssolvency conesunbounded coefficients

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Set-valued operators (47H04) Convex sets in topological vector spaces (aspects of convex geometry) (52A07) Set-valued maps in general topology (54C60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80)

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Cited in

(2)

• Path-regularity and martingale properties of set-valued stochastic integrals
• Filippov's theorem for stochastic differential inclusions driven by semimartingales and applications

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