Stochastic set differential equations

DOI10.1016/J.NA.2009.08.015zbMath1184.60018OpenAlexW2035506987MaRDI QIDQ2653949

Mariusz Michta, Marek T. Malinowski

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 processset-valued stochastic integralstochastic set differential equation

Mathematics Subject Classification ID

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

Related Items (12)

Differential equations for closed sets in a Banach space, survey and extension ⋮ Neutral set differential equations ⋮ A viability theorem for set-valued states in a Hilbert space ⋮ Strong solutions to stochastic fuzzy differential equations of Itô type ⋮ Stochastic morphological evolution equations ⋮ On solutions to fuzzy stochastic differential equations with local martingales ⋮ 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 ⋮ Existence of solutions for set differential equations involving causal operator with memory in Banach space ⋮ On Equations with a Fuzzy Stochastic Integral with Respect to Semimartingales ⋮ Existence and stability of solutions of fuzzy fractional stochastic differential equations with fractional Brownian motions

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