2022.1.18 16:30 N613

As an extension of classical stochastic process, set-valued stochastic processes have been studied and employed to describe complicated real world. In this talk, at first we shall introduce the fundamental theory of set-valued stochastic processes. Then we consider the set-valued integral with respect to Lebesgue measure, set-valued stochastic integrals with respect to Brownian motion and Poisson point process in an M-type 2 Banach space. At last we will consider the existence and uniqueness of the strong solution to the set-valued stochastic differential equations with Brownian motion diffusion and Poisson jump.