SET VALUED STRATONOVICH INTEGRAL AND STRATONOVICH TYPE STOCHASTIC INCLUSION

TitleSET VALUED STRATONOVICH INTEGRAL AND STRATONOVICH TYPE STOCHASTIC INCLUSION
Publication TypeJournal Article
Year of Publication2007
AuthorsMICHTA MARIUSZ, MOTYL JERZY
JournalDynamic Systems and Applications
Volume16
Start Page141
Pagination14
Date Published2007
ISSN1056-2176
AMS Subject Classification47H04, 49J53, 60H05
Abstract

In the paper we discuss the construction of a set-valued stochastic integral of the Stratonovich type driven by a semimartingale. It allows to consider the stochastic inclusion of a type of Stratonovich. The existence of strong solutions to such inclusion with upper separated set-valued functions is investigated.
PDFhttps://acadsol.eu/dsa/articles/16/141-154-MichtaMotyl.pdf
Refereed DesignationRefereed