Set - Valued stochastic integrals and stochastic inclusions

Stochastic Analysis and Applications

Volumn 15, Issue 5, 1997, Pages 783-800

  Kisielewicz, Michał ^a  

^a Institute of Mathematics   (Poland)

Author keywords

Multivalued processes; Stochastic inclusions; Stochastic integrals

Indexed keywords

EID: 0031528871     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999708809507     Document Type: Article

References (6)

1. Gihman, I. I., Skorohod, A.V., Controlled Stochastic Processes, Springer-Verlag, New York, Heidelberg, Berlin, 1979.
2. Hiai, F. Umegaki, H., Integrals, conditional expectations, and martingales of multivalued functions, J. Multivar. Anal. 7 , 149 - 162, (1977).
3. Hiai, F. , Multivalued stochastic integrals and stochastic differential inclusions, (not published).
4. Kisielewicz, M. , Subtrajectory integrals of set - valued functions and stochastic integral inclusions, (not published).
5. Kisielewicz, M., Differential Inclusions and Optimal Control, Kluwer Acad. Publ.-PWN, Dordrecht, Boston - London Warszawa, 1991.
6. Protter, Ph., Stochastic Integration and Differential Equations, Springer - Verlag, Berlin-Heidelberg, New York, London, Paris, Tokyo, 1991.