Martingale representation theorem for set-valued martingales
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Publication:2258947
DOI10.1016/j.jmaa.2013.06.066zbMath1306.60044OpenAlexW2046975075MaRDI QIDQ2258947
Publication date: 27 February 2015
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.2013.06.066
Related Items (3)
Set-valued backward stochastic differential equations ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals ⋮ Integrably bounded set-valued stochastic integrals
Cites Work
- Some properties of set-valued stochastic integrals
- On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
- Integrals, conditional expectations, and martingales of multivalued functions
- Selections of set-valued stochastic processes
- Integrals of set-valued functions
- On Set-Valued Stochastic Integrals
- Stochastic differential equations. An introduction with applications.
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