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Displaying similar documents to “Stochastic integration on nuclear spaces and its applications”

Properties of set-valued stochastic integrals

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.