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

Bernhard Schmelzer

doi:10.1016/j.jmaa.2012.11.019

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

Bernhard Schmelzer

Year: 2012 Journal: Journal of Mathematical Analysis and Applications Vol: 400 (2)Pages: 425-438 Publisher: Elsevier BV

DOI: 10.1016/j.jmaa.2012.11.019

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Keywords:

Mathematics Set (abstract data type) Set function Stochastic differential equation Applied mathematics Stochastic process Function (biology) Differential (mechanical device) Mathematical optimization Statistics Computer science

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Fuzzy Systems and Optimization

Physical Sciences → Mathematics → Statistics and Probability

Probabilistic and Robust Engineering Design

Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty

Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

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

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