Stochastic inclusions with multivalued integrators

Stochastic Analysis and Applications

Volumn 20, Issue 4, 2002, Pages 847-862

  Michta, Mariusz ^a  

^a UNIVERSITY OF ZIELONA GÓRA   (Poland)

Author keywords

Martingales; Selections; Set valued stochastic processes; Stochastic inclusion; Stochastic integral

Indexed keywords

EID: 0036037562     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-120006111     Document Type: Article

References (15)

1. On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
2. Integrals, conditional expectations, and martingales of multivalued functions
3. Properties of solution set of stochastic inclusions
4. Set-valued stochastic integrals and stochastic inclusions
5. Set-valued stochastic integrals over martingale measures and stochastic inclusions
6. Note on the selection properties of set-valued semimartingales
7. Selections of set-valued stochastic processes
8. On the solution of stochastic differential inclusion
9. Note on strong solutions of stochastic inclusion