Properties of set-valued stochastic integrals

DOI10.7151/DMPS.1076MaRDI QIDQ5440430zbMATH OpenOpenAlexFDO

Authors Jerzy Motyl, Joachim Syga

Publication date 5 February 2008

Published in Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a5d69cbd45c90f92924df9fe1a5a5fe91d8cca14

zbMATH Keywords

decomposable setHausdorff metricpredictable set-valued processsemimartingalesquare-integrable martingale

Mathematics Subject Classification ID

Stochastic integrals (60H05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Stochastic systems in control theory (general) (93E03)

Cited in

(3)

• Approximation theorems for set-valued stochastic integrals
• scientific article; zbMATH DE number 1857850 (Why is no real title available?)
• On Set-Valued Stochastic Integrals

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