Hyperdefinite stochastic integration I: The nonstandard theory.
Tom L. Lindström (1980)
Mathematica Scandinavica
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Displaying similar documents to “Hyperdefinite stochastic integration II: Comparision with the standard theory.”
Hyperdefinite stochastic integration I: The nonstandard theory.
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Addendum to "Hyperdefinite stochastic integration III".
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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
Stochastic differential inclusions
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.
Semimartingale measure in the investigation of Stratonovich-type stochastic integrals and inclusions
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.