Set-valued stochastic integrals and stochastic inclusions

被引：51

作者：

Kisielewicz, M ^{[1
]}

机构：

[1] HIGHER COLL ENGN,INST MATH,PL-65246 ZIELONA GORA,POLAND

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 1997年 / 15卷 / 05期

关键词：

Multivalued processes; Stochastic inclusions; Stochastic integrals;

D O I：

10.1080/07362999708809507

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We present the concepts of set - valued stochastic integrals and stochastic inclusions. The main result of the paper deals with a selection property of set - valued stochastic integrals. This property is a fundamental one for stochastic inclusions.

引用

页码：783 / 800

页数：18

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