Optional and predictable projections of set-valued measurable processes

DOI10.1007/s11766-001-0072-5zbMath0992.60011OpenAlexW2316075157MaRDI QIDQ5952875

Rong-Ming Wang

Publication date: 2 September 2002

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-001-0072-5

zbMATH Keywords

essential convex closuremeasurable processoptional projectionpredictable projectionset-valued conditional expectation

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) General theory of stochastic processes (60G07) Generalized stochastic processes (60G20)

Related Items (2)

Optional and predictable projections of normal integrands and convex-valued processes ⋮ Set-valued backward stochastic differential equations

Cites Work

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• On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
• Integrals, conditional expectations, and martingales of multivalued functions
• Random Set Theory and Problems of Modeling

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