Selection theorems for set-valued stochastic integrals

DOI10.1080/07362994.2018.1551142MaRDI QIDQ5742553zbMATH OpenOpenAlexWikidataFDO

Authors Michał Kisielewicz, Jerzy Motyl

Publication date 15 May 2019

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

Full work available at URL https://doi.org/10.1080/07362994.2018.1551142

zbMATH Keywords

decomposable setsset-valued integralsset-valued mappingsset-valued stochastic processes

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Set-valued operators (47H04) Stochastic integrals (60H05)

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Cites work

• Approximation theorems for set-valued stochastic integrals
• scientific article; zbMATH DE number 579339 (Why is no real title available?)
• scientific article; zbMATH DE number 1092343 (Why is no real title available?)
• Integrably bounded set-valued stochastic integrals
• Integrals, conditional expectations, and martingales of multivalued functions
• On Set-Valued Stochastic Integrals
• On the parametrized integral of a multifunction: the unbounded case
• Properties of generalized set-valued stochastic integrals
• Remarks on unboundedness of set-valued Itô stochastic integrals
• Stochastic differential inclusions and applications.
• Stochastic Functional Inclusion Driven by Semimartingale

Cited in

(8)

• Selections of set-valued stochastic processes
• Theory of selection operators on hyperspaces and multivalued stochastic processes
• Selection properties and set-valued Young integrals of set-valued functions
• Selection theorems for stochastic set-valued integrals.
• scientific article; zbMATH DE number 1203755 (Why is no real title available?)
• Boundedness of set-valued stochastic integrals
• Some properties of set-valued stochastic integrals
• On a set-valued Young integral with applications to differential inclusions

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