Approximation theorems for set-valued stochastic integrals

DOI10.1080/07362994.2018.1426468MaRDI QIDQ4639181zbMATH OpenOpenAlexFDO

Authors Michał Kisielewicz

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

zbMATH Keywords

set-valued stochastic processesapproximation theoremsset-valued stochastic integrals

Mathematics Subject Classification ID

Set-valued operators (47H04) Stochastic integrals (60H05) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

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Cites work

• scientific article; zbMATH DE number 46933 (Why is no real title available?)
• scientific article; zbMATH DE number 579339 (Why is no real title available?)
• scientific article; zbMATH DE number 1092343 (Why is no real title available?)
• scientific article; zbMATH DE number 3258248 (Why is no real title available?)
• Integrably bounded set-valued stochastic integrals
• On Set-Valued Stochastic Integrals
• On the parametrized integral of a multifunction: the unbounded case
• Properties of generalized set-valued stochastic integrals
• Remarks on unboundedness of set-valued Itô stochastic integrals
• Stochastic differential inclusions and applications.

Cited in

(7)

• Selection theorems for stochastic set-valued integrals.
• Selection theorems for set-valued stochastic integrals
• Weak solutions of set-valued stochastic differential equations
• Stochastic Aumann integral
• Mean value theorems for stochastic integrals
• Analysis of Stochastic Approximation Schemes With Set-Valued Maps in the Absence of a Stability Guarantee and Their Stabilization
• Weak compactness of weak solutions sets to stochastic differential inclusions

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