Stochastic integrals of set-valued processes and fuzzy processes

被引：38

作者：

Kim, BK ^{[1
]}

Kim, JH ^{[1
]}

机构：

[1] Pusan Natl Univ, Dept Math, Pusan 609735, South Korea

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 1999年 / 236卷 / 02期

关键词：

D O I：

10.1006/jmaa.1999.6461

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We define the stochastic integrals of a set-valued process and a fuzzy process with respect to a cylindrical Brownian motion on a Hilbert space. We also give their properties, which are useful for the study of fuzzy stochastic differential equations and stochastic differential inclusions with a set-valued diffusion term. (C) 1999 Academic Press.

引用

页码：480 / 502

页数：23

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