Boundedness of set-valued stochastic integrals

DOI10.7151/DMDICO.1173OpenAlexW2590731162MaRDI QIDQ5869740FDOQ5869740

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

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

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)

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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