Approximation theorems for set-valued stochastic integrals
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Publication:4639181
DOI10.1080/07362994.2018.1426468zbMath1390.60193OpenAlexW2793573289MaRDI QIDQ4639181
Publication date: 3 May 2018
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2018.1426468
Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Set-valued operators (47H04) Stochastic integrals (60H05)
Related Items (3)
Weak solutions of set-valued stochastic differential equations ⋮ Weak compactness of weak solutions sets to stochastic differential inclusions ⋮ Selection theorems for set-valued stochastic integrals
Cites Work
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- Remarks on unboundedness of set-valued Itô stochastic integrals
- Integrably bounded set-valued stochastic integrals
- On the parametrized integral of a multifunction: the unbounded case
- Stochastic differential inclusions and applications.
- Properties of generalized set-valued stochastic integrals
- On Set-Valued Stochastic Integrals
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