Remarks on unboundedness of set-valued Itô stochastic integrals

DOI10.1016/j.jmaa.2014.11.041zbMath1303.60044OpenAlexW2009397920MaRDI QIDQ481999

Mariusz Michta

Publication date: 19 December 2014

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.2014.11.041

zbMATH Keywords

Gaussian processset-valued mappingSlepian's inequalityset-valued stochastic integralsSudakov-Fernique inequality

Mathematics Subject Classification ID

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

Related Items

On a set-valued Young integral with applications to differential inclusions ⋮ Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations ⋮ Fuzzy stochastic differential equations driven by semimartingales-different approaches ⋮ Set-valued backward stochastic differential equations ⋮ Approximation theorems for set-valued stochastic integrals ⋮ Integrably bounded set-valued stochastic integrals ⋮ Selection theorems for set-valued stochastic integrals ⋮ Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks ⋮ Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales ⋮ 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

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