کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4616543 | 1339352 | 2013 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On a new set-valued stochastic integral with respect to semimartingales and its applications
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز ریاضی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
We present a new approach to a concept of a set-valued stochastic integral with respect to semimartingales. Such an integral, called set-valued stochastic up-trajectory integral, is compatible with the decomposition of the semimartingale. Some properties of this integral are stated. We show applicability of the new integral in set-valued stochastic integral equations driven by multidimensional semimartingales. The uniqueness theorem is presented. Then we extend the notion of the set-valued stochastic up-trajectory integral to definition of a fuzzy stochastic up-trajectory integral with respect to semimartingales. A result on uniqueness of a solution to fuzzy stochastic integral equations incorporating the new fuzzy stochastic up-trajectory integral driven by the multidimensional semimartingale is stated.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 408, Issue 2, 15 December 2013, Pages 669-680
Journal: Journal of Mathematical Analysis and Applications - Volume 408, Issue 2, 15 December 2013, Pages 669-680
نویسندگان
Marek T. Malinowski,