A representation theorem for set-valued submartingales

DOI10.1080/07362994.2023.2296528MaRDI QIDQ6571707FDOQ6571707

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Publication date: 12 July 2024

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

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Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cites Work

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• Theory of Random Sets
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• Submartingale property of set-valued stochastic integration associated with Poisson process and related integral equations on Banach spaces
• Technical note on the existence of solutions for generalized symmetric set-valued quasi-equilibrium problems utilizing improvement set
• Set-valued backward stochastic differential equations

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