A representation theorem for set-valued submartingales

DOI10.1080/07362994.2023.2296528MaRDI QIDQ6571707zbMATH OpenFDO

Authors

Publication date 12 July 2024

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

Full work available at URL https://doi.org/10.1080/07362994.2023.2296528

Mathematics Subject Classification ID

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

Recommendations

• Martingale representation theorem for set-valued martingales
• Representation theorem of set valued regular martingale: application to the convergence of set valued martingale
• Stochastic integral with respect to set-valued square integrable martingales
• scientific article; zbMATH DE number 2219741
• Convergence theorems for set-valued martingales and semimartingales

Cites work

• A new gH-difference for multi-dimensional convex sets and convex fuzzy sets
• scientific article; zbMATH DE number 3770341 (Why is no real title available?)
• scientific article; zbMATH DE number 3258248 (Why is no real title available?)
• scientific article; zbMATH DE number 3335699 (Why is no real title available?)
• Integrals of fuzzy-number-valued functions
• Integrals of set-valued functions
• Integrals, conditional expectations, and martingales of multivalued functions
• Introduction: Set-valued analysis in control theory
• Limit theorems and applications of set-valued and fuzzy set-valued random variables
• Martingale representation theorem for set-valued martingales
• On Henstock integrals of interval-valued functions and fuzzy-valued functions
• On Set-Valued Stochastic Integrals
• On set-valued stochastic integrals in an M-type 2 Banach space
• Painlevé-Kuratowski convergence of minimal solutions for set-valued optimization problems via improvement sets
• Set valued Bartle integrals
• Set-valued backward stochastic differential equations
• Set-valued stochastic integrals and applications
• Set-valued stochastic intergrals and stochastic inclutions¹
• Some properties of set-valued stochastic integrals
• Stochastic integrals of set-valued processes and fuzzy processes
• 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
• Theory of Random Sets

Cited in

(2)

• On strong law of large numbers for weakly stationary -mixing set-valued random variable sequences
• Set-valued safety tubes for uncertainty propagation in multi-step AI pipelines

This page was built for publication: A representation theorem for set-valued submartingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6571707)