Selections of set-valued stochastic processes.
Michta, Mariusz, Rybiński, Longin E. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Michta, Mariusz, Rybiński, Longin E. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Merentes, N., Nikodem, K., Rivas, S. (1997)
Journal of Applied Analysis
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Motyl, Jerzy (1995)
Journal of Applied Mathematics and Stochastic Analysis
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Michał Kisielewicz (2015)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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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
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Nikodem, Kazimierz, Popa, Dorian (2008)
Banach Journal of Mathematical Analysis [electronic only]
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Jerzy Motyl, Joachim Syga (2006)
Discussiones Mathematicae Probability and Statistics
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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
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Michał Kisielewicz (2014)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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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
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Anna Góralczyk, Jerzy Motyl (2006)
Discussiones Mathematicae Probability and Statistics
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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]
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Rajeeva L. Karandikar (1991)
Séminaire de probabilités de Strasbourg
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