Stochastic integrals of set-valued processes and fuzzy processes

DOI10.1006/jmaa.1999.6461zbMath0954.60043OpenAlexW2019068280MaRDI QIDQ1304696

Jai Heui Kim, Byoung Kyun Kim

Publication date: 5 February 2001

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1999.6461

zbMATH Keywords

stochastic integralsset-valued processesfuzzy processes

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Stochastic integrals (60H05)

Related Items

On Set-Valued Stochastic Integrals ⋮ Stochastic set differential equations ⋮ Representation theorems, set-valued and fuzzy set-valued Itô integral ⋮ Strong solution of Itô type set-valued stochastic differential equation ⋮ Fold-up derivatives of set-valued functions and the change-set problem: a survey ⋮ On set-valued stochastic integrals and fuzzy stochastic equations ⋮ Set-valued stochastic integral equations driven by martingales ⋮ Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals ⋮ Some properties of set-valued stochastic integrals ⋮ Fuzzy set-valued stochastic Lebesgue integral ⋮ Gaussian processes and martingales for fuzzy valued random variables with continuous parameter ⋮ Stochastic integral with respect to set-valued square integrable martingales ⋮ Differentiation of sets in measure ⋮ On set-valued stochastic integrals in an M-type 2 Banach space

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