Optional and predictable projections of set-valued measurable processes

DOI10.1007/S11766-001-0072-5MaRDI QIDQ5952875zbMATH OpenOpenAlexFDO

Authors Rongming Wang

Publication date 2 September 2002

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-001-0072-5

zbMATH Keywords

essential convex closuremeasurable processoptional projectionpredictable projectionset-valued conditional expectation

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) General theory of stochastic processes (60G07) Generalized stochastic processes (60G20)

Cites work

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• Integrals, conditional expectations, and martingales of multivalued functions
• On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
• Random Set Theory and Problems of Modeling

Cited in

(4)

• Andô-Douglas type characterization of optional projections and predictable projections
• Optional and predictable projections of normal integrands and convex-valued processes
• On some inequalities for the optional projection and the predictable projection of a discrete parameter process
• Set-valued backward stochastic differential equations

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