Displaying similar documents to “Selections of set-valued stochastic processes.”

Note on the selection properties of set-valued semimartingales

Mariusz Michta (1996)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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Set-valued semimartingales are introduced as an extension of the notion of single-valued semimartingales. For such multivalued processes their semimartingale selection properties are investigated.