All Stories

  1. On set-valued Itô’s integrals and set-valued martingales
  2. Properties of set-valued Young integrals and Young differential inclusions generated by sets of Hölder functions
  3. Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane
  4. Set-Valued Functions of Bounded Generalized Variation and Set-Valued Young Integrals
  5. Selection Properties and Set-Valued Young Integrals of Set-Valued Functions
  6. Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales
  7. Weak solutions of set-valued stochastic differential equations
  8. Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks
  9. Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process
  10. On properties of set-valued integrals driven by martingales and set-valued stochastic equations
  11. Integrably bounded set-valued stochastic integrals
  12. On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales
  13. Properties of set-valued stochastic differential equations
  14. Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations
  15. set-valued Itô stochastic integrals
  16. Fuzzy Stochastic Differential Equations Driven by Semimartingales-Different Approaches
  17. Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales
  18. The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
  19. Jerzy Motyl
  20. Set-valued and fuzzy stochastic differential equations driven by semimartingales
  21. Set-valued stochastic integral equations driven by martingales
  22. On set-valued stochastic integrals and fuzzy stochastic equations
  23. On Fuzzy Stochastic Integral Equations—A Martingale Problem Approach
  24. Fuzzy Stochastic Integral Equations Driven by Martingales
  25. A COMPARISON THEOREM FOR STOCHASTIC EQUATIONS IN INFINITE DIMENSIONS AND APPLICATIONS
  26. Stochastic set differential equations
  27. Martingale problem to Stratonovich stochastic inclusion
  28. Locally Lipschitz selections in Banach lattices
  29. The Upper and Lower Solutions Method for Stochastic Inclusions with Discontinuous Multivalued Mappings
  30. The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications
  31. Differentiable selections of multifunctions and their applications
  32. Convex selections of multifunctions and their applications
  33. High Order Stochastic Inclusions and Their Applications
  34. On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales
  35. Second Order Stochastic Inclusion
  36. STOCHASTIC INCLUSIONS WITH MULTIVALUED INTEGRATORS
  37. Optimal solutions to stochastic differential inclusions
  38. On risk reserve under distribution constraints
  39. Selections of set-valued stochastic processes
  40. Continuity properties of solutions of multivalued equations with white noise perturbation
  41. Weak solutions of set-valued random differential equations
  42. On weak solutions of random differential inclusions