Set-valued stochastic integrals and applications
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Publication:1986986
DOI10.1007/978-3-030-40329-4zbMath1440.60002OpenAlexW3037117078MaRDI QIDQ1986986
Publication date: 9 April 2020
Published in: Springer Optimization and Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-40329-4
Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Set-valued operators (47H04) Stochastic integrals (60H05)
Related Items (5)
On a set-valued Young integral with applications to differential inclusions ⋮ Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane ⋮ Random sets and Choquet-type representations ⋮ Solution sets for Young differential inclusions ⋮ Set-valued backward stochastic differential equations
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