2 papers
math.PR2024
Set-valued stochastic integrals in UMD spaces and applications
E. H. Essaky, M. Hassani, C. E. Rhazlane
The purpose of this paper is to study certain set-valued integrals in UMD Banach spaces and provide a compatible form of the martingale representation theorem for set-valued martin…
math.PR2022
Backward Stochastic Evolution Inclusions in UMD Banach Spaces
E. H. Essaky, M. Hassani, C. E. Rhazlane
In this paper, we prove the existence of a mild -solution for the backward stochastic evolution inclusion (BSEI for short) of the form \begin{align*}%\label{BSDI3} \begin{case…