Selections of set-valued stochastic processes
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.
scientific article; zbMATH DE number 1204252