Selections of set-valued stochastic processes
type: Item
instance of: scholarly article
title: Selections of set-valued stochastic processes
zbMATH Open document ID: 0910.60030
DOI: 10.1155/S1048953398000069
author: Mariusz Michta
author: Longin E. Rybiński
published in: Journal of Applied Mathematics and Stochastic Analysis
publication date: 1999-04-06T00:00:00Z
full work available at URL: https://eudml.org/doc/48108
review text: We prove several theorems on the existence of \({\mathcal F}_t\)-adapted, continuous selections for \({\mathcal F}_t\)-adapted, set-valued stochastic processes, as well as a continuous time version of \textit{C. Hess}' result on martingale selection [J. Multivariate Anal. 39, No. 1, 175-201 (1991; Zbl 0746.60051)]. Such results may be useful in the theory of set-valued stochastic integrals.
Mathematics Subject Classification ID: 60G20
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 54C60
Mathematics Subject Classification ID: 28B20
zbMATH DE Number: 1204252
zbMATH Keywords: set-valued stochastic process
zbMATH Keywords: conditional expectation
zbMATH Keywords: martingale
zbMATH Keywords: measurable and continuous selection
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1204252