Set-valued assessments of solutions to stochastic differential equations with random set parameters-Reference-Cited by-同舟云学术

Set-valued assessments of solutions to stochastic differential equations with random set parameters

Published:2013-04 Issue:2 Volume:400 Page:425-438
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Schmelzer Bernhard

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference40 articles.

1. Stochastic Differential Equations: Theory and Applications;Arnold,1974

2. Stochastische Differentialgleichungen;Gikhman,1971

3. Stochastic Differential Equations, An Introduction with Applications;Oeksendal,1998

4. On solutions of stochastic differential equations with parameters modeled by random sets;Schmelzer;Internat. J. Approx. Reason.,2010

5. Set-valued stochastic processes and sets of probability measures induced by stochastic differential equations with random set parameters;Schmelzer,2010

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Random set solutions to elliptic and hyperbolic partial differential equations;Probabilistic Engineering Mechanics;2022-07

2. Weak solutions of set-valued stochastic differential equations;Journal of Mathematical Analysis and Applications;2019-05

3. Estimation of the evolution of a random set;Proceedings of the Steklov Institute of Mathematics;2017-04

4. On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales;Journal of Differential Equations;2017-02

5. Imprecise random variables, random sets, and Monte Carlo simulation;International Journal of Approximate Reasoning;2016-11