Stochastic integrals of set-valued processes and fuzzy processes

DOI10.1006/JMAA.1999.6461MaRDI QIDQ1304696zbMATH OpenOpenAlexFDO

Authors Byoung Kyun Kim, Jai Heui Kim

Publication date 5 February 2001

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.1999.6461

zbMATH Keywords

stochastic integralsset-valued processesfuzzy processes

Mathematics Subject Classification ID

Stochastic integrals (60H05) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

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Cites work

• scientific article; zbMATH DE number 3770699 (Why is no real title available?)
• scientific article; zbMATH DE number 3511971 (Why is no real title available?)
• scientific article; zbMATH DE number 579339 (Why is no real title available?)
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• Fuzzy differential equations
• Fuzzy martingales - a simple form of fuzzy processes^∗
• Fuzzy sets
• Integrals, conditional expectations, and martingales of multivalued functions
• Limit theorems for fuzzy random variables
• Nonlinear stochastic differential inclusions on balance space
• On fuzzy differential equations
• On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
• Radon-Nikodým theorem and conditional expectation of fuzzy-valued measures and variables
• Survey of Measurable Selection Theorems
• The Cauchy problem for fuzzy differential equations
• Trajectories of set valued integrals

Cited in

(22)

• Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients
• Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations
• On Set-Valued Stochastic Integrals
• Stochastic set differential equations
• A representation theorem for set-valued submartingales
• On set-valued stochastic integrals and fuzzy stochastic equations
• Fuzzy Itô integral driven by a fuzzy Brownian motion
• Gaussian processes and martingales for fuzzy valued random variables with continuous parameter
• Itô-Henstock integration of the fuzzy stochastic process
• Fuzzy set-valued stochastic Lebesgue integral
• Set-valued stochastic integral equations driven by martingales
• Some properties of set-valued stochastic integrals
• Representation theorems, set-valued and fuzzy set-valued Itô integral
• On set-valued stochastic integrals in an M-type 2 Banach space
• Stochastic integral with respect to set-valued square integrable martingales
• Differentiation of sets in measure
• Strong solution of Itô type set-valued stochastic differential equation
• Fuzzy set-valued Gaussian processes and Brownian motions
• Fold-up derivatives of set-valued functions and the change-set problem: a survey
• Remarks on unboundedness of set-valued Itô stochastic integrals
• Mean-square Riemann-Stieltjes integrals of fuzzy stochastic processes and their applications
• A note on fuzzy set-valued Brownian motion

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