Voir la notice de l'article provenant de la source Library of Science
@article{DMDICO_2001_21_2_a5, author = {Sosulski, W{\l}adys{\l}aw}, title = {Set-valued stochastic integrals and stochastic inclusions in a plane}, journal = {Discussiones Mathematicae. Differential Inclusions, Control and Optimization}, pages = {249--259}, publisher = {mathdoc}, volume = {21}, number = {2}, year = {2001}, zbl = {1009.93072}, language = {en}, url = {http://geodesic.mathdoc.fr/item/DMDICO_2001_21_2_a5/} }
TY - JOUR AU - Sosulski, Władysław TI - Set-valued stochastic integrals and stochastic inclusions in a plane JO - Discussiones Mathematicae. Differential Inclusions, Control and Optimization PY - 2001 SP - 249 EP - 259 VL - 21 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/DMDICO_2001_21_2_a5/ LA - en ID - DMDICO_2001_21_2_a5 ER -
%0 Journal Article %A Sosulski, Władysław %T Set-valued stochastic integrals and stochastic inclusions in a plane %J Discussiones Mathematicae. Differential Inclusions, Control and Optimization %D 2001 %P 249-259 %V 21 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/DMDICO_2001_21_2_a5/ %G en %F DMDICO_2001_21_2_a5
Sosulski, Władysław. Set-valued stochastic integrals and stochastic inclusions in a plane. Discussiones Mathematicae. Differential Inclusions, Control and Optimization, Tome 21 (2001) no. 2, pp. 249-259. http://geodesic.mathdoc.fr/item/DMDICO_2001_21_2_a5/
[1] R. Cairoli, Sur une équation differentielle stochastique, Compte Rendus Acad. Sc. Paris 274 (A) (1972), 1739-1742.
[2] R. Cairoli and J.B. Walsh, Stochastic integrals in the plane, Acta Mathematica 134 (1975), 112-183.
[3] F. Hiai and H. Umegaki, Integrals, conditional expectations, and martingales of multivalued functions, J. Multivar. Anal. 7 (1977), 149-162.
[4] M. Kisielewicz, Differential Inclusions and Optimal Control, Kluwer Acad. Publ. - PWN, Dordrecht, Boston - London, Warszawa 1991.
[5] M. Kisielewicz, Properties of solution set of stochastic inclusions, J. Appl. Math. Stoch. Anal. 6 (3) (1993), 217-236.
[6] L. Ponomarenco, Stochastic integral with respect to the multiparameter Brownian motion and attached stochastic equations (in Russian), Teor. Veroiatn. i Mat. Stat. Kiev 7 (1972) 100-109.
[7] W. Sosulski, Subtrajectory integrals of set-valued functions depending on parameters, Discuss. Math. 10 (1990), 99-121.
[8] T.J. Tsarenco, On some scheme of the construction of stochastic integral for the radom field (in Russian), Kibernetika 1 (1972), 113-118.
[9] C. Tudor, Stochastic integral equations in the plane, Preprint Series in Mathematics, INCREST 29 (1979) 507-538.