Selection theorems for set-valued stochastic integrals

DOI10.1080/07362994.2018.1551142zbMath1440.60045OpenAlexW2910411892WikidataQ128505855 ScholiaQ128505855MaRDI QIDQ5742553

Michał Kisielewicz, Jerzy Motyl

Publication date: 15 May 2019

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2018.1551142

zbMATH Keywords

set-valued mappingsdecomposable setsset-valued stochastic processesset-valued integrals

Mathematics Subject Classification ID

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

Related Items (2)

On a set-valued Young integral with applications to differential inclusions ⋮ Selection properties and set-valued Young integrals of set-valued functions

Cites Work

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• Remarks on unboundedness of set-valued Itô stochastic integrals
• Integrably bounded set-valued stochastic integrals
• On the parametrized integral of a multifunction: the unbounded case
• Integrals, conditional expectations, and martingales of multivalued functions
• Stochastic differential inclusions and applications.
• Properties of generalized set-valued stochastic integrals
• Stochastic Functional Inclusion Driven by Semimartingale
• Approximation theorems for set-valued stochastic integrals
• On Set-Valued Stochastic Integrals

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