Second Order Stochastic Inclusion

DOI10.1081/SAP-120030452zbMath1061.60043OpenAlexW1988509643MaRDI QIDQ3158165

Mariusz Michta, Jerzy Motyl

Publication date: 20 January 2005

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

Full work available at URL: https://doi.org/10.1081/sap-120030452

zbMATH Keywords

weak solutionsemimartingalestochastic inclusionstochastic set-valued integral

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Stochastic analysis (60H99)

Related Items (2)

On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales ⋮ The interrelation between stochastic differential inclusions and set-valued stochastic differential equations

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