Selections of set-valued stochastic processes.
Michta, Mariusz, Rybiński, Longin E. (1998)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Michta, Mariusz, Rybiński, Longin E. (1998)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Merentes, N., Nikodem, K., Rivas, S. (1997)
Journal of Applied Analysis
Similarity:
Motyl, Jerzy (1995)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Michał Kisielewicz (2015)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Similarity:
The paper deals with integrably boundedness of Itô set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4], where has not been proved that this integral is integrably bounded. The problem of integrably boundedness of the above set-valued stochastic integrals has been considered in the paper [7] and the monograph [8], but the problem has not been solved there. The first positive results dealing with this problem due to M. Michta, who showed (see [11]) that there...
Charles J. Himmelberg, F. S. Van Vleck (1976)
Mathematica Slovaca
Similarity:
Nikodem, Kazimierz, Popa, Dorian (2008)
Banach Journal of Mathematical Analysis [electronic only]
Similarity:
Jerzy Motyl, Joachim Syga (2006)
Discussiones Mathematicae Probability and Statistics
Similarity:
We introduce set-valued stochastic integrals driven by a square-integrable martingale and by a semimartingale. We investigate properties of both integrals.
Lj. B. Ćirić (1972)
Matematički Vesnik
Similarity:
Michał Kisielewicz (2014)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Similarity:
The paper is devoted to properties of generalized set-valued stochastic integrals defined in [10]. These integrals generalize set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4]. Up to now we were not able to construct any example of set-valued stochastic processes, different on a singleton, having integrably bounded set-valued integrals defined in [4]. It was shown by M. Michta (see [11]) that in the general case set-valued stochastic integrals defined...
Michel Métivier (1982)
Séminaire de probabilités de Strasbourg
Similarity:
Anna Góralczyk, Jerzy Motyl (2006)
Discussiones Mathematicae Probability and Statistics
Similarity:
The purpose of the paper is to introduce a set-valued Stratonovich integral driven by a one-dimensional Brownian motion. We discuss the existence of this integral and investigate its properties.
Kühn, Christoph, Stroh, Maximilian (2009)
Electronic Communications in Probability [electronic only]
Similarity:
Rajeeva L. Karandikar (1991)
Séminaire de probabilités de Strasbourg
Similarity: