Selection theorems for stochastic set-valued integrals
Discussiones Mathematicae Probability and Statistics (2001)
- Volume: 21, Issue: 1, page 63-75
- ISSN: 1509-9423
Access Full Article
top
Abstract
topHow to cite
topMichał Kisielewicz. "Selection theorems for stochastic set-valued integrals." Discussiones Mathematicae Probability and Statistics 21.1 (2001): 63-75. <http://eudml.org/doc/287597>.
@article{MichałKisielewicz2001,
abstract = {Some special selections theorems for stochastic set-valued integrals with respect to the Lebesgue measure are given.},
author = {Michał Kisielewicz},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {stochastic set-valued integrals; nonanticipated stochastic processes; diagonal convexity; selections; selection Theorem for Stochastic Set–Valued Integrals},
language = {eng},
number = {1},
pages = {63-75},
title = {Selection theorems for stochastic set-valued integrals},
url = {http://eudml.org/doc/287597},
volume = {21},
year = {2001},
}
TY - JOUR
AU - Michał Kisielewicz
TI - Selection theorems for stochastic set-valued integrals
JO - Discussiones Mathematicae Probability and Statistics
PY - 2001
VL - 21
IS - 1
SP - 63
EP - 75
AB - Some special selections theorems for stochastic set-valued integrals with respect to the Lebesgue measure are given.
LA - eng
KW - stochastic set-valued integrals; nonanticipated stochastic processes; diagonal convexity; selections; selection Theorem for Stochastic Set–Valued Integrals
UR - http://eudml.org/doc/287597
ER -
References
top- [1] M. Kisielewicz, Set-valued stochastic integrals and stochastic inclusions, Stoch. Anal. Appl. 15 (5) (1997), 783-800. Zbl0891.93070
- [2] M. Kisielewicz, Differential Inclusions and Optimal Control, Kluwer Acad. Publ., PWN, Dortrecht-Boston-London-Warszawa 1991. Zbl0731.49001
- [3] M. Kisielewicz, Weak compactness of solution set of stochastic differential inclusions, Topol. Meth. in Nonlin. Anal. (presented to print).
- [4] L. Rybiński, On Carathéodory type selections, Fund. Math. 125 (1985), 187-193. Zbl0614.28005
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.