Some properties of set-valued stochastic integrals

DOI10.1016/j.jmaa.2011.10.050zbMath1235.60058OpenAlexW1989841114MaRDI QIDQ663649

Michał Kisielewicz

Publication date: 27 February 2012

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.2011.10.050

zbMATH Keywords

set-valued mappingsset-valued stochastic processesset-valued integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (11)

On a set-valued Young integral with applications to differential inclusions ⋮ On solutions to set-valued and fuzzy stochastic differential equations ⋮ Set-valued backward stochastic differential equations ⋮ Set-valued stochastic integral equations driven by martingales ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals ⋮ Integrably bounded set-valued stochastic integrals ⋮ On a new set-valued stochastic integral with respect to semimartingales and its applications ⋮ The interrelation between stochastic differential inclusions and set-valued stochastic differential equations ⋮ Martingale representation theorem for set-valued martingales ⋮ Integrable boundedness of set-valued stochastic integrals ⋮ Existence of periodic probability solutions to Fokker-Planck equations with applications

Cites Work

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• Stochastic representation of partial differential inclusions
• Integrals, conditional expectations, and martingales of multivalued functions
• Stochastic integrals of set-valued processes and fuzzy processes
• Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides
• Integrals of set-valued functions
• Set-valued stochastic intergrals and stochastic inclutions¹
• On Set-Valued Stochastic Integrals

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