On set-valued stochastic integrals in an M-type 2 Banach space

DOI10.1016/j.jmaa.2008.09.017zbMath1155.60021OpenAlexW2050840414MaRDI QIDQ2517686

Yoshiaki Okazaki, Jinping Zhang, Itaru Mitoma, Shou-mei Li

Publication date: 8 January 2009

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

Full work available at URL: https://doi.org/10.1016/j.jmaa.2008.09.017

zbMATH Keywords

set-valued martingaleset-valued stochastic integralM-type 2 Banach spacecastaing representation

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic analysis (60H99)

Related Items (6)

Some properties and convergence theorems of set-valued Choquet integrals ⋮ On set-valued stochastic integrals and fuzzy stochastic equations ⋮ Set-valued stochastic integral equations driven by martingales ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals ⋮ Stochastic integral with respect to set-valued square integrable martingales ⋮ On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces

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