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Set-valued stochastic integrals with respect to Poisson processes in a Banach space - MaRDI portal

Set-valued stochastic integrals with respect to Poisson processes in a Banach space (Q2375369)

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Set-valued stochastic integrals with respect to Poisson processes in a Banach space
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    Set-valued stochastic integrals with respect to Poisson processes in a Banach space (English)
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    13 June 2013
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    set-valued stochastic integral
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    Poisson random measure
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    compensated Poisson random measure
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