Set-valued Brownian motion

DOI10.1007/s11587-018-0372-1zbMath1402.60101arXiv1509.06518OpenAlexW2249891665MaRDI QIDQ1623018

Valeria Marraffa, Coenraad C. A. Labuschagne, Anna Rita Sambucini, Domenico Candeloro

Publication date: 22 November 2018

Published in: Ricerche di Matematica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.06518

zbMATH Keywords

Brownian motionmarginal distributionsvector latticesgeneralized Hukuhara differenceRådström embedding theorem

Mathematics Subject Classification ID

Brownian motion (60J65) Set-valued and function-space-valued mappings on manifolds (58C06) Ordered topological linear spaces, vector lattices (46A40)

Related Items (3)

Life and work of Domenico Candeloro: an appreciation ⋮ A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability ⋮ A Girsanov result for the Pettis integral

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