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Volumn 21, Issue 2, 2003, Pages 401-418

On set-valued stochastic integrals

Author keywords

Maximal inequality; Set valued stochastic integral

Indexed keywords


EID: 0037272626     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-120019292     Document Type: Article
Times cited : (62)

References (12)
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  • 3
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    • (1985) Trans. Am. Math. Soc. , vol.291 , Issue.2 , pp. 613-627
    • Hiai, F.1
  • 4
    • 0001577815 scopus 로고
    • Integrals, conditional expectations, and martingales of multivalued functions
    • Hiai, F.; Umegaki, H. Integrals, conditional expectations, and martingales of multivalued functions. J. Multivar. Anal. 1977, 7, 149-182.
    • (1977) J. Multivar. Anal. , vol.7 , pp. 149-182
    • Hiai, F.1    Umegaki, H.2
  • 6
    • 0001383613 scopus 로고    scopus 로고
    • Stochastic integrals of set-valued processes and fuzzy processes
    • Kim, B.K.; Kim, J.H. Stochastic integrals of set-valued processes and fuzzy processes. J. Math. Anal. Appl. 1999, 236 (2), 480-502.
    • (1999) J. Math. Anal. Appl. , vol.236 , Issue.2 , pp. 480-502
    • Kim, B.K.1    Kim, J.H.2
  • 7
    • 0003084168 scopus 로고
    • Viability theorems for stochastic inclusions
    • Kisielewicz, M. Viability theorems for stochastic inclusions. Discuss. Math. 1995, 15, 61-74.
    • (1995) Discuss. Math. , vol.15 , pp. 61-74
    • Kisielewicz, M.1
  • 8
    • 0000074041 scopus 로고    scopus 로고
    • Convergence of set valued and fuzzy valued martingales
    • Li, S.; Ogura, Y. Convergence of set valued and fuzzy valued martingales. Fuzzy Sets Syst. 1998, 101 (3), 139-147.
    • (1998) Fuzzy Sets Syst. , vol.101 , Issue.3 , pp. 139-147
    • Li, S.1    Ogura, Y.2
  • 10
    • 58149128755 scopus 로고
    • Convergence and representation theorem for set valued random processes
    • Papageorgiou, N.S. Convergence and representation theorem for set valued random processes. Stochastic Anal. Appl. 1989, 7 (2), 187-210.
    • (1989) Stochastic Anal. Appl. , vol.7 , Issue.2 , pp. 187-210
    • Papageorgiou, N.S.1
  • 11
    • 84968480766 scopus 로고
    • An embedding theorem for spaces of convex sets
    • Rådström, H. An embedding theorem for spaces of convex sets. Proc. Am. Math. Soc. 1952, 3, 165-169.
    • (1952) Proc. Am. Math. Soc. , vol.3 , pp. 165-169
    • Rådström, H.1
  • 12
    • 21344442797 scopus 로고    scopus 로고
    • Fuzzy martingales - A simple form of fuzzy processes
    • Stojaković, M. Fuzzy martingales - a simple form of fuzzy processes. Stochastic Anal. Appl. 1996, 14 (3), 355-367.
    • (1996) Stochastic Anal. Appl. , vol.14 , Issue.3 , pp. 355-367
    • Stojaković, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.