- Tytuł:
- Boundedness of set-valued stochastic integrals
- Autorzy:
- Kisielewicz, Michał
- Powiązania:
- https://bibliotekanauki.pl/articles/729617.pdf
- Data publikacji:
- 2015
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
set-valued mapping
Itô set-valued integral
set-valued stochastic process
integrably boundedness of set-valued integral - Opis:
- 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 are bounded set-valued -nonanticipative mappings having unbounded Itô set-valued stochastic integrals defined by E.J. Jung and J.H. Kim. The present paper contains some new conditions implying unboundedness of the above type set-valued stochastic integrals.
- Źródło:
-
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2015, 35, 2; 197-207
1509-9407 - Pojawia się w:
- Discussiones Mathematicae, Differential Inclusions, Control and Optimization
- Dostawca treści:
- Biblioteka Nauki
Artykuł