Integration stochastique multivoque et inclusions differentielles stochastiques

DOI10.1080/17442500008834227zbMath0957.60069OpenAlexW2071317465MaRDI QIDQ4950737

Youssef Ouknine, A. Bouchen, Abdelkhalek El Arni

Publication date: 29 March 2001

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500008834227

zbMATH Keywords

stochastic differential inclusionset-valued processmultivalued stochastic integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99) Stochastic integral equations (60H20)

Related Items (2)

Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition ⋮ On multivalued stochastic integral equations driven by semimartingales

Cites Work

• Integrals, conditional expectations, and martingales of multivalued functions
• Stochastic differential equations with jump reflection at the boundary
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