Some properties of set-valued stochastic integrals

DOI10.1016/j.jmaa.2011.10.050zbMath1235.60058MaRDI QIDQ663649

Michał Kisielewicz

Publication date: 27 February 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.10.050

zbMATH Keywords

set-valued mappings; set-valued stochastic processes; set-valued integrals

Mathematics Subject Classification ID

60H05: Stochastic integrals

Related Items

Set-valued stochastic integral equations driven by martingales, Remarks on unboundedness of set-valued Itô stochastic integrals, Integrably bounded set-valued stochastic integrals, On a set-valued Young integral with applications to differential inclusions, On solutions to set-valued and fuzzy stochastic differential equations, On a new set-valued stochastic integral with respect to semimartingales and its applications, The interrelation between stochastic differential inclusions and set-valued stochastic differential equations, Martingale representation theorem for set-valued martingales, Integrable boundedness of set-valued stochastic integrals, Existence of periodic probability solutions to Fokker-Planck equations with applications

Cites Work

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• On Set-Valued Stochastic Integrals