Selections of set-valued stochastic processes

DOI10.1155/S1048953398000069zbMATH Open0910.60030MaRDI QIDQ1264409FDOQ1264409

Authors: Mariusz Michta, Longin E. Rybiński 

Publication date: 6 April 1999

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48108

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zbMATH Keywords

martingaleconditional expectationset-valued stochastic processmeasurable and continuous selection

Mathematics Subject Classification ID

Set-valued maps in general topology (54C60) Generalized stochastic processes (60G20) Martingales with continuous parameter (60G44) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

Cited In (9)

• Martingale representation theorem for set-valued martingales
• Title not available (Why is that?)
• Existence of measurable adapted selectors of set-valued functions
• On martingale selectors of cone-valued processes
• Set-valued stochastic integral equations driven by martingales
• Title not available (Why is that?)
• Theory of selection operators on hyperspaces and multivalued stochastic processes
• Selection theorems for stochastic set-valued integrals.
• Title not available (Why is that?)

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