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

MaRDI QIDQ5405571zbMATH OpenFDO

Authors Michał Kisielewicz

Publication date 2 April 2014

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)

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

Cited in

(1)

• Integrable boundedness of set-valued stochastic integrals

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