Selection theorems for stochastic set-valued integrals

• Autorzy: Michał Kisielewicz
• Języki publikacji: EN

Abstrakty

EN

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

Słowa kluczowe

EN

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

Kategorie tematyczne

• 93E03: Stochastic systems, general
• 93C30: Systems governed by functional relations other than differential equations (such as hybrid and switching systems)

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2001
• Tom: 21
• Numer: 1
• Strony: 63-75

Daty

wydano

2001

otrzymano

2001-02-03

Twórcy

autor

Michał Kisielewicz

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

Bibliografia

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

Identyfikatory

DOI

10.7151/dmps.1020