Skip to content

Go to Sitemap

Download PDF - Selection theorems for stochastic set-valued integrals All rights reserved. Copyright exceptions and limitations apply

ArticleOriginal scientific text

Title

Selection theorems for stochastic set-valued integrals

Authors ¹

Affiliations

Institute of Mathematics Technical University, Podgórna 50, 65-246 Zielona Góra, Poland

Abstract

Some special selections theorems for stochastic set-valued integrals with respect to the Lebesgue measure are given.

Keywords

stochastic set-valued integrals, nonanticipated stochastic processes, diagonal convexity, selections

M. Kisielewicz, Set-valued stochastic integrals and stochastic inclusions, Stoch. Anal. Appl. 15 (5) (1997), 783-800.
M. Kisielewicz, Differential Inclusions and Optimal Control, Kluwer Acad. Publ., PWN, Dortrecht-Boston-London-Warszawa 1991.
M. Kisielewicz, Weak compactness of solution set of stochastic differential inclusions, Topol. Meth. in Nonlin. Anal. (presented to print).
L. Rybiński, On Carathéodory type selections, Fund. Math. 125 (1985), 187-193.