Boundedness of set-valued stochastic integrals

DOI10.7151/DMDICO.1173MaRDI QIDQ5869740zbMATH OpenOpenAlexFDO

Authors Michał Kisielewicz

Publication date 28 September 2022

Published in Discussiones Mathematicae. Differential Inclusions, Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7151/dmdico.1173

zbMATH Keywords

set-valued mappingset-valued stochastic processintegrably boundedness of set-valued integralItô set-valued integral

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

• Integrable boundedness of set-valued stochastic integrals
• Integrably bounded set-valued stochastic integrals
• Remarks on unboundedness of set-valued Itô stochastic integrals
• Properties of generalized set-valued stochastic integrals
• Selection theorems for set-valued stochastic integrals

Cited in

(7)

• Selection theorems for set-valued stochastic integrals
• Integrable boundedness of set-valued stochastic integrals
• Nonconvexity phenomenon on Itô's integrals and on stochastic attainable sets
• Properties of generalized set-valued stochastic integrals
• Integrably bounded set-valued stochastic integrals
• Approximation theorems for set-valued stochastic integrals
• Remarks on unboundedness of set-valued Itô stochastic integrals

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