Remarks on unboundedness of set-valued Itô stochastic integrals
type: Item
instance of: scholarly article
title: Remarks on unboundedness of set-valued Itô stochastic integrals
zbMATH Open document ID: 1303.60044
author: Mariusz Michta
published in: Journal of Mathematical Analysis and Applications
publication date: 2014-12-19T00:00:00Z
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 28B20
zbMATH DE Number: 6381802
zbMATH Keywords: set-valued mapping
zbMATH Keywords: set-valued stochastic integrals
zbMATH Keywords: Gaussian process
zbMATH Keywords: Sudakov-Fernique inequality
zbMATH Keywords: Slepian's inequality
MaRDI profile type: Publication
full work available at URL: j.jmaa.2014.11.041
OpenAlex ID: W2009397920
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DOI: 10.1016/J.JMAA.2014.11.041
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description: scientific article; zbMATH DE number 6381802