Selections of set-valued stochastic processes

DOI10.1155/S1048953398000069zbMath0910.60030MaRDI QIDQ1264409

Mariusz Michta, Longin E. Rybiński

Publication date: 6 April 1999

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48108

zbMATH Keywords

conditional expectationmartingaleset-valued stochastic processmeasurable and continuous selection

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Set-valued maps in general topology (54C60) Martingales with continuous parameter (60G44) Generalized stochastic processes (60G20)

Related Items (2)

Set-valued stochastic integral equations driven by martingales ⋮ Martingale representation theorem for set-valued martingales

This page was built for publication: Selections of set-valued stochastic processes