Strong solution of Itô type set-valued stochastic differential equation

DOI10.1007/s10114-010-8298-xzbMath1202.60089OpenAlexW2400151456WikidataQ115385253 ScholiaQ115385253MaRDI QIDQ606330

Yukio Ogura, Jun-Gang Li, Shou-mei Li

Publication date: 17 November 2010

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-010-8298-x

zbMATH Keywords

strong solutionset-valued stochastic processset-valued Lebesgue integralset-valued stochastic differential equation

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99)

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