Integrably bounded set-valued stochastic integrals
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Publication:509034
DOI10.1016/j.jmaa.2017.01.013zbMath1359.60069OpenAlexW2574470858MaRDI QIDQ509034
Mariusz Michta, Michał Kisielewicz
Publication date: 8 February 2017
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.2017.01.013
Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Stochastic integrals (60H05)
Related Items (6)
Weak solutions of set-valued stochastic differential equations ⋮ Weak compactness of weak solutions sets to stochastic differential inclusions ⋮ Set-valued backward stochastic differential equations ⋮ Approximation theorems for set-valued stochastic integrals ⋮ Selection theorems for set-valued stochastic integrals ⋮ Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks
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