Integrably bounded set-valued stochastic integrals

DOI10.1016/j.jmaa.2017.01.013zbMath1359.60069OpenAlexW2574470858MaRDI QIDQ509034

Mariusz Michta, Michał Kisielewicz

Publication date: 8 February 2017

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.2017.01.013

zbMATH Keywords

set-valued mappingset-valued stochastic integralsset-valued stochastic process

Mathematics Subject Classification ID

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

Related Items (6)

Weak solutions of set-valued stochastic differential equations ⋮ Weak compactness of weak solutions sets to stochastic differential inclusions ⋮ Set-valued backward stochastic differential equations ⋮ Approximation theorems for set-valued stochastic integrals ⋮ Selection theorems for set-valued stochastic integrals ⋮ Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks

Cites Work

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• Remarks on unboundedness of set-valued Itô stochastic integrals
• Strong solution of Itô type set-valued stochastic differential equation
• Some properties of set-valued stochastic integrals
• Generalized solutions of functional differential inclusions
• On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces
• Integrals, conditional expectations, and martingales of multivalued functions
• Stochastic differential inclusions and applications.
• Martingale representation theorem for set-valued martingales
• Properties of generalized set-valued stochastic integrals
• Set-valued stochastic intergrals and stochastic inclutions¹
• On Set-Valued Stochastic Integrals

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