0000000000009344

AUTHOR

Joanna Sobolewska

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Set-valued and fuzzy stochastic differential equations driven by semimartingales

2013

Abstract In the paper we present set-valued and fuzzy stochastic integrals with respect to semimartingale integrators as well as their main properties. Then we study the existence of solutions to set-valued and fuzzy-set-valued stochastic differential equations driven by semimartingales. The stability of solutions is also established.

Stratonovich integralApplied MathematicsMathematical analysisStochastic calculusStability (learning theory)Fuzzy logicSet (abstract data type)Stochastic partial differential equationStochastic differential equationSemimartingaleMathematics::ProbabilityApplied mathematicsAnalysisMathematicsNonlinear Analysis-Theory Methods & Applications
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