Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition

Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition

We analyze the set-valued stochastic integral equations driven by continuous semimartingales and prove the existence and uniqueness of solutions to such equations in the framework of the hyperspace of nonempty, bounded, convex and closed subsets of the Hilbert space L2 (consisting of square integrab...

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Bibliographic Details
Main Author: Malinowski Marek T.
Format: Article
Language:English
Published: De Gruyter 2015-01-01
Series:Open Mathematics
Subjects:
set-valued stochastic integral equation
set-valued stochastic integrals
fuzzy stochastic integral equation
fuzzy stochastic differential equation
semimartingale
maruyama approximation
existence and uniqueness of solution
osgood’s condition
bihari’s inequality
Online Access:https://doi.org/10.1515/math-2015-0011

Internet

https://doi.org/10.1515/math-2015-0011

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