Submartingale property of set-valued stochastic integration associated with Poisson process and related integral equations on Banach spaces

zbMath1475.60099arXiv2002.09220MaRDI QIDQ5013303

Yoshiaki Okazaki, Itaru Mitoma, Jinping Zhang

Publication date: 29 November 2021

Full work available at URL: https://arxiv.org/abs/2002.09220

zbMATH Keywords

Poisson processset-valued submartingaleset-valued stochastic integration

Mathematics Subject Classification ID

Set-valued functions (26E25) Selections in general topology (54C65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Numerical solutions to stochastic differential and integral equations (65C30)

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