On solutions of stochastic differential equations with parameters modeled by random sets

DOI10.1016/j.ijar.2010.08.006zbMath1208.60059OpenAlexW2073333598MaRDI QIDQ622276

Bernhard Schmelzer

Publication date: 31 January 2011

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2010.08.006

zbMATH Keywords

stochastic differential equationrandom setset-valued stochastic processfirst entrance time

Mathematics Subject Classification ID

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

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