Selections of set-valued stochastic processes (Q1264409)
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scientific article; zbMATH DE number 1204252
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| English | Selections of set-valued stochastic processes |
scientific article; zbMATH DE number 1204252 |
Statements
Selections of set-valued stochastic processes (English)
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6 April 1999
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We prove several theorems on the existence of \({\mathcal F}_t\)-adapted, continuous selections for \({\mathcal F}_t\)-adapted, set-valued stochastic processes, as well as a continuous time version of \textit{C. Hess}' result on martingale selection [J. Multivariate Anal. 39, No. 1, 175-201 (1991; Zbl 0746.60051)]. Such results may be useful in the theory of set-valued stochastic integrals.
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set-valued stochastic process
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conditional expectation
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martingale
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measurable and continuous selection
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0.8430318236351013
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0.8156401515007019
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0.8080463409423828
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0.7871866226196289
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