Approximation theorems for set-valued stochastic integrals

被引：3

作者：

Kisielewicz, Michal ^{[1
]}

机构：

[1] Univ Zielona Gora, Podgorna 50, PL-65246 Zielona Gora, Poland

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2018年 / 36卷 / 03期

关键词：

set-valued stochastic processes; set-valued stochastic integrals; approximation theorems; 60H05; 28B20; 47H04;

D O I：

10.1080/07362994.2018.1426468

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The article is devoted to new properties of Aumann, Lebesgue, and Ito set-valued stochastic integrals considered in papers [1,2]. In particular, it contains some approximation theorems for Aumann and Ito set-valued stochastic integrals. Hence, in particular, it follows that Aumann and Lebesgue set-valued stochastic integrals cover a.s., both for measurable and IF-nonanticipative integrably bounded set-valued stochastic processes.

引用

页码：495 / 520

页数：26

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