On Set-Valued Stochastic Integrals

DOI10.1081/SAP-120019292zbMath1049.60048MaRDI QIDQ4799714

Jai Heui Kim, Eun Ju Jung

Publication date: 25 March 2003

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

zbMATH Keywords

maximal inequalityset-valued stochastic integral

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (23)

On a set-valued Young integral with applications to differential inclusions ⋮ Stochastic set differential equations ⋮ On solutions to set-valued and fuzzy stochastic differential equations ⋮ Representation theorems, set-valued and fuzzy set-valued Itô integral ⋮ Strong solution of Itô type set-valued stochastic differential equation ⋮ On solutions of stochastic differential equations with parameters modeled by random sets ⋮ Weak compactness of weak solutions sets to stochastic differential inclusions ⋮ 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 ⋮ Approximation theorems for set-valued stochastic integrals ⋮ Integrably bounded set-valued stochastic integrals ⋮ Martingale representation theorem for set-valued martingales ⋮ Selection theorems for set-valued stochastic integrals ⋮ Stochastic integral with respect to set-valued square integrable martingales ⋮ Existence of solutions for set differential equations involving causal operator with memory in Banach space ⋮ Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks ⋮ On set-valued stochastic integrals in an M-type 2 Banach space ⋮ Relationship between attainable sets of functional and set-valued functional stochastic inclusions ⋮ Properties of set-valued stochastic differential equations ⋮ Integrable boundedness of set-valued stochastic integrals

Cites Work

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• Integrals, conditional expectations, and martingales of multivalued functions
• Stochastic integrals of set-valued processes and fuzzy processes
• Fuzzy martingales - a simple form of fuzzy processes^∗
• An Embedding Theorem for Spaces of Convex Sets
• Convergence and representation theorems for set valued random processes
• Set-valued analysis

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