Optional and predictable projections of set-valued measurable processes

DOI10.1007/S11766-001-0072-5zbMATH Open0992.60011OpenAlexW2316075157MaRDI QIDQ5952875FDOQ5952875

Authors: Rongming Wang 

Publication date: 2 September 2002

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-001-0072-5

zbMATH Keywords

predictable projectionoptional projectionset-valued conditional expectationessential convex closuremeasurable process

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Generalized stochastic processes (60G20) General theory of stochastic processes (60G07)

Cites Work

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• Integrals, conditional expectations, and martingales of multivalued functions
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• Random Set Theory and Problems of Modeling
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Cited In (4)

• Andô-Douglas type characterization of optional projections and predictable projections
• Optional and predictable projections of normal integrands and convex-valued processes
• On some inequalities for the optional projection and the predictable projection of a discrete parameter process
• Set-valued backward stochastic differential equations

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