Properties of set-valued stochastic integrals

DOI10.7151/DMPS.1076zbMath1129.93046OpenAlexW2612257549MaRDI QIDQ5440430

Joachim Syga, Jerzy Motyl

Publication date: 5 February 2008

Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a5d69cbd45c90f92924df9fe1a5a5fe91d8cca14

zbMATH Keywords

Hausdorff metricsemimartingaledecomposable setsquare-integrable martingalepredictable set-valued process

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Stochastic integrals (60H05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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