Stochastic integrals of set-valued processes and fuzzy processes

DOI10.1006/jmaa.1999.6461zbMath0954.60043MaRDI QIDQ1304696

Jai Heui Kim, Byoung Kyun Kim

Publication date: 5 February 2001

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1999.6461

zbMATH Keywords

stochastic integrals; set-valued processes; fuzzy processes

Mathematics Subject Classification ID

28B20: Set-valued set functions and measures; integration of set-valued functions; measurable selections

60H05: Stochastic integrals

Related Items

On Set-Valued Stochastic Integrals, Gaussian processes and martingales for fuzzy valued random variables with continuous parameter, On set-valued stochastic integrals and fuzzy stochastic equations, Set-valued stochastic integral equations driven by martingales, Strong solution of Itô type set-valued stochastic differential equation, Some properties of set-valued stochastic integrals, Representation theorems, set-valued and fuzzy set-valued Itô integral, Stochastic integral with respect to set-valued square integrable martingales, Differentiation of sets in measure, Fuzzy set-valued stochastic Lebesgue integral, On set-valued stochastic integrals in an M-type 2 Banach space, Stochastic set differential equations

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