On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales
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Publication:3158184
DOI10.1081/SAP-200026471zbMath1059.93125OpenAlexW2163594690MaRDI QIDQ3158184
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-200026471
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 (7)
Existence of martingale solutions of stochastic differential inclusions of parabolic type in a Hilbert space ⋮ On set-valued stochastic integrals and fuzzy stochastic equations ⋮ Set-valued stochastic integral equations driven by martingales ⋮ Stochastic equations with discontinuous jump functions ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals ⋮ The interrelation between stochastic differential inclusions and set-valued stochastic differential equations ⋮ Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales
Cites Work
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- Set-valued stochastic intergrals and stochastic inclutions1
- Stochastic Functional Inclusion Driven by Semimartingale
- Optimal Relaxed Controls for Infinite-Dimensional Stochastic Systems of Zakai Type
- Optimal solutions to stochastic differential inclusions
- STOCHASTIC INCLUSIONS WITH MULTIVALUED INTEGRATORS
- Set-valued analysis
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