Integrably bounded set-valued stochastic integrals

DOI10.1016/J.JMAA.2017.01.013MaRDI QIDQ509034zbMATH OpenOpenAlexFDO

Authors Michał Kisielewicz, Mariusz Michta

Publication date 8 February 2017

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

Full work available at URL https://doi.org/10.1016/j.jmaa.2017.01.013

zbMATH Keywords

set-valued mappingset-valued stochastic integralsset-valued stochastic process

Mathematics Subject Classification ID

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

Recommendations

• Integrable boundedness of set-valued stochastic integrals
• Boundedness of set-valued stochastic integrals
• Properties of generalized set-valued stochastic integrals
• Remarks on unboundedness of set-valued Itô stochastic integrals
• Some properties of set-valued stochastic integrals

Cites work

• scientific article; zbMATH DE number 1092343 (Why is no real title available?)
• scientific article; zbMATH DE number 790629 (Why is no real title available?)
• Generalized solutions of functional differential inclusions
• Integrals, conditional expectations, and martingales of multivalued functions
• Martingale representation theorem for set-valued martingales
• On Set-Valued Stochastic Integrals
• On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces
• Properties of generalized set-valued stochastic integrals
• Remarks on unboundedness of set-valued Itô stochastic integrals
• Set-valued stochastic intergrals and stochastic inclutions¹
• Some properties of set-valued stochastic integrals
• Stochastic differential inclusions and applications.
• Strong solution of Itô type set-valued stochastic differential equation

Cited in

(16)

• Selection theorems for set-valued stochastic integrals
• Nonminimal sets, their projections and integral representations of stable processes
• Integrable boundedness of set-valued stochastic integrals
• Weak solutions of set-valued stochastic differential equations
• On Set-Valued Stochastic Integrals
• scientific article; zbMATH DE number 5974995 (Why is no real title available?)
• Some properties of set-valued stochastic integrals
• Properties of generalized set-valued stochastic integrals
• Set-valued backward stochastic differential equations
• Approximation theorems for set-valued stochastic integrals
• Boundedness of set-valued stochastic integrals
• Remarks on unboundedness of set-valued Itô stochastic integrals
• Set-valued stochastic integrals for convoluted Lévy processes
• Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks
• Some properties of set-valued stochastic integrals of multiprocesses with finite Castaing representations
• Weak compactness of weak solutions sets to stochastic differential inclusions

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