Temat: set-valued stochastic integral - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Semimartingale measure in the investigation of Stratonovich-type stochastic integrals and inclusions
Autorzy:: Syga, Joachim
Powiązania:: https://bibliotekanauki.pl/articles/729758.pdf
Data publikacji:: 2015
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: forward
backward and symmetric integral
time-reversible process
semimartingale measure
set-valued stochastic integral
Stratonovich inclusion
Opis:: A random measure associated to a semimartingale is introduced. We use it to investigate properties of several types of stochastic integrals and properties of the solution set of Stratonovich-type stochastic inclusion.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2015, 35, 1-2; 7-27
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

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

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