Some properties of set-valued stochastic integrals of multiprocesses with finite Castaing representations

zbMATH Open1303.60043MaRDI QIDQ5405571FDOQ5405571

Authors: Michał Kisielewicz 

Publication date: 2 April 2014

Recommendations

• Representation theorems, set-valued and fuzzy set-valued Itô integral
• Integrably bounded set-valued stochastic integrals
• On Set-Valued Stochastic Integrals
• Some properties of set-valued stochastic integrals
• Remarks on unboundedness of set-valued Itô stochastic integrals

zbMATH Keywords

set-valued mappingsset-valued stochastic processesset-valued integrals

Mathematics Subject Classification ID

Set-valued operators (47H04) Stochastic integrals (60H05) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

Cited In (1)

• Integrable boundedness of set-valued stochastic integrals

This page was built for publication: Some properties of set-valued stochastic integrals of multiprocesses with finite Castaing representations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5405571)