Stochastic Functional Inclusion Driven by Semimartingale

DOI10.1080/07362999808809546zbMath0914.60024OpenAlexW1982659068MaRDI QIDQ4393908

Jerzy Motyl

Publication date: 20 June 1999

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

Full work available at URL: https://doi.org/10.1080/07362999808809546

zbMATH Keywords

stochastic differential inclusionsemimartingalepredictable set-valued function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Random nonlinear operators (47H40)

Related Items (9)

Second Order Stochastic Inclusion ⋮ On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales ⋮ On set-valued stochastic integrals and fuzzy stochastic equations ⋮ Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition ⋮ Selection theorems for set-valued stochastic integrals ⋮ High Order Stochastic Inclusions and Their Applications ⋮ Stochastic differential inclusions and diffusion processes ⋮ On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales ⋮ Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales

Cites Work

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• On Volterra equations driven by semimartingales
• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• Integrals, conditional expectations, and martingales of multivalued functions
• Nonlinear stochastic differential inclusions on balance space

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