Submartingale property of set-valued stochastic integration associated with Poisson process and related integral equations on Banach spaces

zbMath1475.60099arXiv2002.09220MaRDI QIDQ5013303

Yoshiaki Okazaki, Itaru Mitoma, Jinping Zhang

Publication date: 29 November 2021

Full work available at URL: https://arxiv.org/abs/2002.09220

zbMATH Keywords

Poisson process; set-valued submartingale; set-valued stochastic integration

Mathematics Subject Classification ID

26E25: Set-valued functions

54C65: Selections in general topology

60G44: Martingales with continuous parameter

60H05: Stochastic integrals

65C30: Numerical solutions to stochastic differential and integral equations