Remarks on unboundedness of set-valued Itô stochastic integrals
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Publication:481999
DOI10.1016/j.jmaa.2014.11.041zbMath1303.60044OpenAlexW2009397920MaRDI QIDQ481999
Publication date: 19 December 2014
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.2014.11.041
Gaussian processset-valued mappingSlepian's inequalityset-valued stochastic integralsSudakov-Fernique inequality
Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Stochastic integrals (60H05)
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