On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces

DOI10.2748/tmj/1255700202zbMath1198.60027OpenAlexW2037966965MaRDI QIDQ1045960

Itaru Mitoma, Yoshiaki Okazaki, Jinping Zhang, Shou-mei Li

Publication date: 18 December 2009

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2748/tmj/1255700202

zbMATH Keywords

set-valued stochastic differential equationintegrals of set-valued stochastic processesM-type 2 Banach space

Mathematics Subject Classification ID

Set-valued functions (26E25) Random operators and equations (aspects of stochastic analysis) (60H25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items

Some properties and convergence theorems of set-valued Choquet integrals ⋮ Strong solutions to stochastic fuzzy differential equations of Itô type ⋮ Set-valued and fuzzy stochastic differential equations in M-type 2 Banach spaces ⋮ Set-valued stochastic integral equations driven by martingales ⋮ Integrably bounded set-valued stochastic integrals ⋮ Fuzzy set-valued stochastic Lebesgue integral ⋮ Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition ⋮ On Equations with a Fuzzy Stochastic Integral with Respect to Semimartingales ⋮ Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales ⋮ Properties of set-valued stochastic differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Limit theorems and applications of set-valued and fuzzy set-valued random variables
• On the existence of solutions for random differential inclusions in a Banach space
• Martingales with values in uniformly convex spaces
• Convex analysis and measurable multifunctions
• Integrals, conditional expectations, and martingales of multivalued functions
• Properties of solution set of stochastic inclusions
• Existence theorem for nonconvex stochastic inclusions
• Quasi-retractive representation of solution sets to stochastic inclusions
• On the solution of stochastic differential inclusion
• Infinite dimensional analysis. A hitchhiker's guide
• On set-valued stochastic integrals in an M-type 2 Banach space
• Convergence of Conditional Expectations and Strong Laws of Large Numbers for Multivalued Random Variables
• An Introduction to Banach Space Theory
• Set-valued stochastic intergrals and stochastic inclutions¹
• The viability theorem for stochastic differential inclusions²
• The Range of a Vector-Valued Measure
• Set-valued analysis