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Volumn 16, Issue 1 SPEC. ISS., 2007, Pages 141-154

Set valued Stratonovich integral and Stratonovich type stochastic inclusion

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EID: 34248547653     PISSN: 10562176     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (13)

References (18)
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    • Integrals, conditional expectations, and martingales of multivalued functions
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    • Hiai, F.1    Umegaki, H.2
  • 6
    • 21144449034 scopus 로고    scopus 로고
    • Set-valued approach to stochastic control. Part I
    • M. Kisielewicz, M. Michta and J. Motyl, Set-valued approach to stochastic control. Part I, Dynamic Syst. Appl. 12, no 3-4:405-432, 2003.
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  • 7
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    • Set-valued approach to stochastic control. Part II
    • M. Kisielewicz, M. Michta and J. Motyl, Set-valued approach to stochastic control. Part II. Dynamic Syst. Appl. 12, no 3-4:433-466, 2003.
    • (2003) Dynamic Syst. Appl , vol.12 , Issue.3-4 , pp. 433-466
    • Kisielewicz, M.1    Michta, M.2    Motyl, J.3
  • 9
    • 0036037562 scopus 로고    scopus 로고
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    • Michta, M.1
  • 10
    • 33751008397 scopus 로고    scopus 로고
    • Differentiable selections of multifunctions and their applications
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    • Michta, M.1    Motyl, J.2
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    • 33646462885 scopus 로고    scopus 로고
    • Convex selections of multifunctions and their applications
    • M. Michta and J. Motyl, Convex selections of multifunctions and their applications. Optimization 55(1-2):91-99, 2006.
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    • Michta, M.1    Motyl, J.2
  • 13
    • 0001346915 scopus 로고
    • On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
    • P. Protter, On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations, Ann. Probab., 5(2):243-261, 1977.
    • (1977) Ann. Probab , vol.5 , Issue.2 , pp. 243-261
    • Protter, P.1
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    • One-dimensional Stratonovich differential equations
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    • Stability of stochastic differential equations driven by general semimartingales
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  • 18
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    • Loi de semimartingales et critéres de compacité
    • Springer Berlin
    • C. Stricker, Loi de semimartingales et critéres de compacité, Sem. de Probab. XIX Lecture Notes in Math., 1123, Springer Berlin, 1985.
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    • Stricker, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.