메뉴 건너뛰기




Volumn 177, Issue 1, 2011, Pages 1-19

On set-valued stochastic integrals and fuzzy stochastic equations

Author keywords

Fuzzy set; Fuzzy stochastic equation; Set valued stochastic process; Stochastic integral

Indexed keywords

EXISTENCE OF SOLUTIONS; FUZZY INTEGRAL; FUZZY STOCHASTIC EQUATION; MARTINGALE PROBLEM; SEMIMARTINGALES; SET-VALUED STOCHASTIC PROCESS; STOCHASTIC EQUATIONS; STOCHASTIC INTEGRAL;

EID: 79958122301     PISSN: 01650114     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.fss.2011.01.007     Document Type: Article
Times cited : (49)

References (44)
  • 1
    • 0041387375 scopus 로고    scopus 로고
    • A stacking theorem approach for fuzzy differential equations
    • R.P. Agarwal, D. O'Regan, and V. Lakshmikantham A stacking theorem approach for fuzzy differential equations Nonlinear Anal. 55 2003 299 312
    • (2003) Nonlinear Anal. , vol.55 , pp. 299-312
    • Agarwal, R.P.1    O'Regan, D.2    Lakshmikantham, V.3
  • 3
    • 84948305154 scopus 로고
    • Nonlinear stochastic differential inclusions on Banach spaces
    • N.U. Ahmed Nonlinear stochastic differential inclusions on Banach spaces Stochastic Anal. Appl. 12 1 1994 1 10
    • (1994) Stochastic Anal. Appl. , vol.12 , Issue.1 , pp. 1-10
    • Ahmed, N.U.1
  • 4
    • 15444362058 scopus 로고    scopus 로고
    • The viability theorem for stochastic differential inclusions
    • J.P. Aubin, and G. Da Prato The viability theorem for stochastic differential inclusions Stochastic Anal. Appl. 16 1998 1 15 (Pubitemid 128692549)
    • (1998) Stochastic Analysis and Applications , vol.16 , Issue.1 , pp. 1-15
    • Aubin, J.-P.1    Da Prato, G.2
  • 11
    • 0001577815 scopus 로고
    • Integrals, conditional expectations and martingales for multivalued functions
    • F. Hiai, and H. Umegaki Integrals, conditional expectations and martingales for multivalued functions J. Multivariate Anal. 7 1977 147 182
    • (1977) J. Multivariate Anal. , vol.7 , pp. 147-182
    • Hiai, F.1    Umegaki, H.2
  • 16
    • 0037272626 scopus 로고    scopus 로고
    • On set-valued stochastic integrals
    • DOI 10.1081/SAP-120019292
    • E.J. Jung, and J.H. Kim On set-valued stochastic integrals Stochastic Anal. Appl. 21 2 2003 401 418 (Pubitemid 36508069)
    • (2003) Stochastic Analysis and Applications , vol.21 , Issue.2 , pp. 401-418
    • Jung, E.J.1    Kim, J.H.2
  • 17
    • 0023573517 scopus 로고
    • Fuzzy differential equations
    • O. Kaleva Fuzzy differential equations Fuzzy Sets and Systems 24 1987 301 317
    • (1987) Fuzzy Sets and Systems , vol.24 , pp. 301-317
    • Kaleva, O.1
  • 18
    • 0000363222 scopus 로고
    • The Cauchy problem for fuzzy differential equations
    • O. Kaleva The Cauchy problem for fuzzy differential equations Fuzzy Sets and Systems 35 1990 389 396
    • (1990) Fuzzy Sets and Systems , vol.35 , pp. 389-396
    • Kaleva, O.1
  • 20
    • 0001383613 scopus 로고    scopus 로고
    • Stochastic integrals of set-valued processes and fuzzy processes
    • B.K. Kim, and J.H. Kim Stochastic integrals of set-valued processes and fuzzy processes J. Math. Anal. Appl. 236 1999 480 502
    • (1999) J. Math. Anal. Appl. , vol.236 , pp. 480-502
    • Kim, B.K.1    Kim, J.H.2
  • 21
  • 23
    • 0031528871 scopus 로고    scopus 로고
    • Set-valued stochastic integrals and stochastic inclusions
    • M. Kisielewicz Set-valued stochastic integrals and stochastic inclusions Stochastic Anal. Appl. 15 5 1997 783 800 (Pubitemid 127153022)
    • (1997) Stochastic Analysis and Applications , vol.15 , Issue.5 , pp. 783-800
    • Kisielewicz, M.1
  • 24
    • 2442519417 scopus 로고    scopus 로고
    • Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides
    • M. Kisielewicz Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides Topol. Meth. Nonlinear Anal. 18 1 2001 149 171
    • (2001) Topol. Meth. Nonlinear Anal. , vol.18 , Issue.1 , pp. 149-171
    • Kisielewicz, M.1
  • 25
    • 21144449034 scopus 로고    scopus 로고
    • Set-valued approach to stochastic control. Part: I and II
    • M. Kisielewicz, M. Michta, and J. Motyl Set-valued approach to stochastic control. Part: I and II Dynamic Syst. Appl. 12 3-4 2003 405 466
    • (2003) Dynamic Syst. Appl. , vol.12 , Issue.34 , pp. 405-466
    • Kisielewicz, M.1    Michta, M.2    Motyl, J.3
  • 26
    • 0038137267 scopus 로고    scopus 로고
    • Interconnection between set and fuzzy differential equations
    • V. Lakshmikantham, S. Lela, and A. Vatsala Interconnection between set and fuzzy differential equations Nonlinear Anal. 54 2003 351 360
    • (2003) Nonlinear Anal. , vol.54 , pp. 351-360
    • Lakshmikantham, V.1    Lela, S.2    Vatsala, A.3
  • 28
    • 0041387380 scopus 로고    scopus 로고
    • Existence and interrelation between set and fuzzy differential equations
    • V. Lakshmikantham, and A.A. Tolstonogov Existence and interrelation between set and fuzzy differential equations Nonlinear Anal. 55 2003 255 268
    • (2003) Nonlinear Anal. , vol.55 , pp. 255-268
    • Lakshmikantham, V.1    Tolstonogov, A.A.2
  • 29
    • 77951437666 scopus 로고    scopus 로고
    • Set-valued stochastic Lebesgue integral and representation theorems
    • J. Li, and S. Li Set-valued stochastic Lebesgue integral and representation theorems Int. J. Comput. Intelligence Syst. 1 2 2008 177 187
    • (2008) Int. J. Comput. Intelligence Syst. , vol.1 , Issue.2 , pp. 177-187
    • Li, J.1    Li, S.2
  • 30
    • 33947232258 scopus 로고    scopus 로고
    • Representation theorems, set-valued and fuzzy set-valued Ito integral
    • DOI 10.1016/j.fss.2006.12.004, PII S016501140600529X
    • S. Li, and A. Ren Representation theorems, set-valued and fuzzy set-valued Ito integral Fuzzy Sets and Systems 158 2007 949 962 (Pubitemid 46420467)
    • (2007) Fuzzy Sets and Systems , vol.158 , Issue.9 , pp. 949-962
    • Li, S.1    Ren, A.2
  • 32
    • 5644257295 scopus 로고    scopus 로고
    • On weak solutions to stochastic differential inclusions driven by semimartingales
    • DOI 10.1081/SAP-200026471
    • M. Michta On weak solutions to stochastic differential inclusions driven by semimartingales Stochastic Anal. Appl. 22 5 2004 1341 1361 (Pubitemid 39374461)
    • (2004) Stochastic Analysis and Applications , vol.22 , Issue.5 , pp. 1341-1361
    • Michta, M.1
  • 33
    • 33751008397 scopus 로고    scopus 로고
    • Differentiable selections of multifunctions and their applications
    • DOI 10.1016/j.na.2005.12.001, PII S0362546X05010096
    • M. Michta, and J. Motyl Differentiable selections of multifunctions and their applications Nonlinear Anal. 66 2 2007 536 545 (Pubitemid 44750467)
    • (2007) Nonlinear Analysis, Theory, Methods and Applications , vol.66 , Issue.2 , pp. 536-545
    • Michta, M.1    Motyl, J.2
  • 34
    • 79958130642 scopus 로고    scopus 로고
    • Set-valued stochastic differential equations in M-type 2 Banach space
    • I. Mitoma, Y. Okazaki, and J. Zhang Set-valued stochastic differential equations in M-type 2 Banach space Commun. Stoch. Anal. 4 2 2010 215 237
    • (2010) Commun. Stoch. Anal. , vol.4 , Issue.2 , pp. 215-237
    • Mitoma, I.1    Okazaki, Y.2    Zhang, J.3
  • 35
    • 0032329253 scopus 로고    scopus 로고
    • Stochastic functional inclusion driven by semimartingale
    • J. Motyl Stochastic functional inclusion driven by semimartingale Stochastic Anal. Appl. 16 3 1998 517 532
    • (1998) Stochastic Anal. Appl. , vol.16 , Issue.3 , pp. 517-532
    • Motyl, J.1
  • 39
    • 58149131672 scopus 로고    scopus 로고
    • On stochastic differential equations with fuzzy set coefficients
    • Springer Berlin
    • Y. Ogura On stochastic differential equations with fuzzy set coefficients Soft Methods for Handling Variability and Imprecision 2008 Springer Berlin 263 270
    • (2008) Soft Methods for Handling Variability and Imprecision , pp. 263-270
    • Ogura, Y.1
  • 41
    • 58149113004 scopus 로고    scopus 로고
    • Set-valued stochastic integrals with respect to a real valued martingale
    • Springer Berlin
    • J. Zhang Set-valued stochastic integrals with respect to a real valued martingale Soft Methods for Handling Variability and Imprecision 2008 Springer Berlin 253 259
    • (2008) Soft Methods for Handling Variability and Imprecision , pp. 253-259
    • Zhang, J.1
  • 42
    • 70350629912 scopus 로고    scopus 로고
    • On set-valued stochastic integrals in an M-type 2 Banach space
    • J. Zhang, S. Li, I. Mitoma, and Y. Okazaki On set-valued stochastic integrals in an M-type 2 Banach space J. Math. Anal. Appl. 350 2009 216 233
    • (2009) J. Math. Anal. Appl. , vol.350 , pp. 216-233
    • Zhang, J.1    Li, S.2    Mitoma, I.3    Okazaki, Y.4
  • 44
    • 27644454319 scopus 로고    scopus 로고
    • On the structure of solutions for fuzzy initial value problem
    • X. Xue, and Y. Fu On the structure of solutions for fuzzy initial value problem Fuzzy Sets and Systems 157 2006 212 229
    • (2006) Fuzzy Sets and Systems , vol.157 , pp. 212-229
    • Xue, X.1    Fu, Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.