Relationship between attainable sets of functional and set-valued functional stochastic inclusions

DOI10.1080/07362994.2016.1208572zbMath1350.60063OpenAlexW2509019254MaRDI QIDQ2830716

Michał Kisielewicz

Publication date: 28 October 2016

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2016.1208572

zbMATH Keywords

set-valued mappingsset-valued stochastic integralsset-valued stochastic differential equationsstochastic differential inclusionsfunctional stochastic inclusionsset-valued functional inclusions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Set-valued operators (47H04) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Cites Work

• Remarks on unboundedness of set-valued Itô stochastic integrals
• Integrals, conditional expectations, and martingales of multivalued functions
• Stochastic differential inclusions and applications.
• On Set-Valued Stochastic Integrals

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