Integrable boundedness of set-valued stochastic integrals

DOI10.1016/J.JMAA.2019.123441MaRDI QIDQ2326005zbMATH OpenOpenAlexFDO

Authors Michał Kisielewicz

Publication date 4 October 2019

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.2019.123441

zbMATH Keywords

set-valued mappingsset-valued stochastic processesintegrable boundedness of set-valued integralsItô set-valued integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Recommendations

• Boundedness of set-valued stochastic integrals
• Integrably bounded set-valued stochastic integrals
• Remarks on unboundedness of set-valued Itô stochastic integrals
• Properties of generalized set-valued stochastic integrals
• Some properties of set-valued stochastic integrals

Cites work

• Boundedness of set-valued stochastic integrals
• Integrals, conditional expectations, and martingales of multivalued functions
• On Set-Valued Stochastic Integrals
• Properties of generalized set-valued stochastic integrals
• Remarks on unboundedness of set-valued Itô stochastic integrals
• Some properties of set-valued stochastic integrals
• Some properties of set-valued stochastic integrals of multiprocesses with finite Castaing representations
• Stochastic differential inclusions and applications.

Cited in

(6)

• Properties of generalized set-valued stochastic integrals
• Integrably bounded set-valued stochastic integrals
• Approximation theorems for set-valued stochastic integrals
• Boundedness of set-valued stochastic integrals
• Remarks on unboundedness of set-valued Itô stochastic integrals
• Set-valued stochastic integrals for convoluted Lévy processes

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