Stochastic Functional Inclusion Driven by Semimartingale

DOI10.1080/07362999808809546MaRDI QIDQ4393908zbMATH OpenOpenAlexFDO

Authors Jerzy Motyl

Publication date 20 June 1999

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

Full work available at URL https://doi.org/10.1080/07362999808809546

zbMATH Keywords

predictable set-valued functionsemimartingalestochastic differential inclusion

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Random nonlinear operators (47H40) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• scientific article; zbMATH DE number 1490949
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Cites work

• scientific article; zbMATH DE number 3855514 (Why is no real title available?)
• scientific article; zbMATH DE number 45955 (Why is no real title available?)
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• scientific article; zbMATH DE number 3383329 (Why is no real title available?)
• Integrals, conditional expectations, and martingales of multivalued functions
• Nonlinear stochastic differential inclusions on balance space
• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• On Volterra equations driven by semimartingales

Cited in

(13)

• Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition
• Second Order Stochastic Inclusion
• On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales
• scientific article; zbMATH DE number 125753 (Why is no real title available?)
• On set-valued stochastic integrals and fuzzy stochastic equations
• scientific article; zbMATH DE number 6108120 (Why is no real title available?)
• High Order Stochastic Inclusions and Their Applications
• Set-valued stochastic integrals and equations with respect to two-parameter martingales
• Selection theorems for set-valued stochastic integrals
• On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales
• On Filippov’s theorem for stochastic integral inclusions with mixed integrals in the plane
• Lipschitz stability of solution sets of Young differential inclusion
• Stochastic differential inclusions and diffusion processes

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