On set-valued stochastic integrals in an M-type 2 Banach space
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Publication:2517686
DOI10.1016/j.jmaa.2008.09.017zbMath1155.60021MaRDI QIDQ2517686
Itaru Mitoma, Yoshiaki Okazaki, Jinping Zhang, Shou-mei Li
Publication date: 8 January 2009
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.2008.09.017
set-valued martingale; set-valued stochastic integral; M-type 2 Banach space; castaing representation
Related Items
Stochastic integral with respect to set-valued square integrable martingales, On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces
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