A Basic Course on General Stochastic Integration
M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
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M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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J. Gani (1966-1967)
Publications mathématiques et informatique de Rennes
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Sridharan, V., Kalyani, T.V. (2005)
APPS. Applied Sciences
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Fabio Bagarello (2006)
Banach Center Publications
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Ivo Vrkoč (1969)
Czechoslovak Mathematical Journal
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Michał Kisielewicz (1997)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
Dražen Pantić (1994)
Publications de l'Institut Mathématique
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Michał Kisielewicz (1999)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusion dZₜ ∈ F(Zₜ)dXₜ, where F and X are set valued stochastic processes, are given.
Joachim Syga (2015)
Discussiones Mathematicae Probability and Statistics
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A random measure associated to a semimartingale is introduced. We use it to investigate properties of several types of stochastic integrals and properties of the solution set of Stratonovich-type stochastic inclusion.