- Tytuł:
- Properties of generalized set-valued stochastic integrals
- Autorzy:
- Kisielewicz, Michał
- Powiązania:
- https://bibliotekanauki.pl/articles/729558.pdf
- Data publikacji:
- 2014
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
set-valued mappings
set-valued integrals
set-valued stochastic processes - Opis:
- The paper is devoted to properties of generalized set-valued stochastic integrals defined in [10]. These integrals generalize set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4]. Up to now we were not able to construct any example of set-valued stochastic processes, different on a singleton, having integrably bounded set-valued integrals defined in [4]. It was shown by M. Michta (see [11]) that in the general case set-valued stochastic integrals defined by E.J. Jung and J.H. Kim, are not integrably bounded. Generalized set-valued stochastic integrals, considered in the paper, are in some non-trivial cases square integrably bounded and can be applied in the theory of stochastic differential equations with set-valued solutions.
- Źródło:
-
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2014, 34, 1; 131-147
1509-9407 - Pojawia się w:
- Discussiones Mathematicae, Differential Inclusions, Control and Optimization
- Dostawca treści:
- Biblioteka Nauki
Artykuł