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Volumn 48, Issue , 2008, Pages 253-259

Set-valued stochastic integrals with respect to a real valued martingale

Author keywords

Martingale type 2 Banach space; Set valued stochastic integral

Indexed keywords


EID: 58149113004     PISSN: 16153871     EISSN: 18600794     Source Type: Book Series    
DOI: 10.1007/978-3-540-85027-4_31     Document Type: Article
Times cited : (12)

References (12)
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    • Approximations of the Wong-Zakai differential equations in M-type 2 Banach spaces with applications to loop spaces
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    • Brzeźniak, Z., Carroll, A.: Approximations of the Wong-Zakai differential equations in M-type 2 Banach spaces with applications to loop spaces. In: Séminaire de Probabilités XXXVII. Lecture Notes in Math, vol. 1832, pp. 251-289. Springer, Berlin (2003)
    • (2003) Lecture Notes in Math , vol.1832 , pp. 251-289
    • Brzeźniak, Z.1    Carroll, A.2
  • 3
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    • Integrals, conditional expectations and martingales of multivalued functions
    • Hiai, F., Umegaki, H.: Integrals, conditional expectations and martingales of multivalued functions. J. Multivariate Anal. 7, 149-182 (1977)
    • (1977) J. Multivariate Anal , vol.7 , pp. 149-182
    • Hiai, F.1    Umegaki, H.2
  • 4
    • 0037272626 scopus 로고    scopus 로고
    • On set-valued stochastic integrals
    • Jung, E.J., Kim, J.H.: On set-valued stochastic integrals. Stochastic. Anal. Appl. 21(2), 401-418 (2003)
    • (2003) Stochastic. Anal. Appl , vol.21 , Issue.2 , pp. 401-418
    • Jung, E.J.1    Kim, J.H.2
  • 5
    • 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. 236, 480-502 (1999)
    • (1999) J. Math. Anal. Appl , vol.236 , pp. 480-502
    • Kim, B.K.1    Kim, J.H.2
  • 6
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    • Set-valued stochastic integrals and stochastic inclusions
    • Kisielewicz, M.: Set-valued stochastic integrals and stochastic inclusions. Stochastic. Anal. Appl. 15, 780-800 (1997)
    • (1997) Stochastic. Anal. Appl , vol.15 , pp. 780-800
    • Kisielewicz, M.1
  • 7
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    • Kunita, H.: Stochastic Differential Equations and Stochastic Flows of Diffeomorphisms. In: École d'été de probabilités de Saint-Flour XII-1982. Lecture Notes in Math, 1097, pp. 143-303. Springer, Berlin (1984)
    • Kunita, H.: Stochastic Differential Equations and Stochastic Flows of Diffeomorphisms. In: École d'été de probabilités de Saint-Flour XII-1982. Lecture Notes in Math, vol. 1097, pp. 143-303. Springer, Berlin (1984)
  • 8
    • 33947232258 scopus 로고    scopus 로고
    • Representation theorems, set-valued and fuzzy set-valued Itô Integral
    • Li, S., Ren, A.: Representation theorems, set-valued and fuzzy set-valued Itô Integral. Fuzzy Sets Syst. 158, 949-962 (2007)
    • (2007) Fuzzy Sets Syst , vol.158 , pp. 949-962
    • Li, S.1    Ren, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.