Stochastic integral with respect to set-valued square integrable martingales

Journal of Mathematical Analysis and Applications

Volumn 370, Issue 2, 2010, Pages 659-671

  Li, Shoumei ^a   Li, Jungang ^b   Li, Xiaohua ^c  

^a BEIJING UNIVERSITY OF TECHNOLOGY   (China)

^b Mainbo Education   (China)

^c BEIJING UNIVERSITY OF POSTS AND TELECOMMUNICATIONS   (China)

Author keywords

Representation theorem; Set valued square integrable martingale; Set valued stochastic integral

Indexed keywords

EID: 77953362092     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2010.04.040     Document Type: Article

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