Selections of set-valued stochastic processes

DOI10.1155/S1048953398000069MaRDI QIDQ1264409zbMATH OpenFDO

Authors Mariusz Michta, Longin E. Rybiński

Publication date 6 April 1999

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/48108

zbMATH Keywords

martingaleconditional expectationset-valued stochastic processmeasurable and continuous selection

Mathematics Subject Classification ID

Set-valued maps in general topology (54C60) Generalized stochastic processes (60G20) Martingales with continuous parameter (60G44) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

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Cited in

(9)

• scientific article; zbMATH DE number 935348 (Why is no real title available?)
• Martingale representation theorem for set-valued martingales
• Theory of selection operators on hyperspaces and multivalued stochastic processes
• Existence of measurable adapted selectors of set-valued functions
• Selection theorems for stochastic set-valued integrals.
• On martingale selectors of cone-valued processes
• scientific article; zbMATH DE number 1203755 (Why is no real title available?)
• scientific article; zbMATH DE number 1472390 (Why is no real title available?)
• Set-valued stochastic integral equations driven by martingales

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