Stochastic set differential equations

DOI10.1016/J.NA.2009.08.015MaRDI QIDQ2653949zbMATH OpenOpenAlexFDO

Authors Marek T. Malinowski, Mariusz Michta

Publication date 15 January 2010

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.na.2009.08.015

zbMATH Keywords

set-valued stochastic integralset-valued stochastic processstochastic set differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited in

(24)

• Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients
• Almost periodicity of set-valued functions and set dynamic equations on time scales
• Fuzzy set-valued stochastic Lebesgue integral
• Strong solutions to stochastic fuzzy differential equations of Itô type
• Set-valued assessments of solutions to stochastic differential equations with random set parameters
• Existence and stability of solutions of fuzzy fractional stochastic differential equations with fractional Brownian motions
• Differential equations for closed sets in a Banach space, survey and extension
• Estimation of the evolution of a random set
• A viability theorem for set-valued states in a Hilbert space
• On solutions to fuzzy stochastic differential equations with local martingales
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• Properties of set-valued stochastic differential equations
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• On solutions to stochastic set differential equations of Ito type under the non-Lipschitzian condition
• On solutions of stochastic differential equations with parameters modeled by random sets
• Stochastic morphological evolution equations

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