Properties of solution set of stochastic inclusions

DOI10.1155/S1048953393000188zbMath0796.93106MaRDI QIDQ1315885

Michał Kisielewicz

Publication date: 24 March 1994

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/46981

zbMATH Keywords

set-valued mappingsstochastic inclusions

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (11)

Strong solution of Itô type set-valued stochastic differential equation ⋮ Set-valued and fuzzy stochastic differential equations in M-type 2 Banach spaces ⋮ Set-valued stochastic integral equations driven by martingales ⋮ Fuzzy set-valued stochastic Lebesgue integral ⋮ Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition ⋮ On a new set-valued stochastic integral with respect to semimartingales and its applications ⋮ The interrelation between stochastic differential inclusions and set-valued stochastic differential equations ⋮ Stochastic integral with respect to set-valued square integrable martingales ⋮ On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales ⋮ Approximation schemes for fuzzy stochastic integral equations ⋮ On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces

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