Some properties of set-valued stochastic integrals of multiprocesses with finite Castaing representations

• Autorzy: Michał Kisielewicz
• Języki publikacji: EN

Abstrakty

EN

The paper contains new properties of set-valued stochastic integrals defined as multifunctions with subtrajectory integrals equal to closed decomposable hulls of functional set-valued integrals defined in the author paper [8]. In particular, it is proved that such defined integrals for set-valued predictable square integrably bounded processes having finite Castaing representations are square integrably bounded. Up to now this property has not been proved. Unfortunately, in the general case the above boundedness problem is still open.

Słowa kluczowe

EN

set-valued mappings, set-valued integrals, set-valuedstochastic processes

• Wydawca: Polish Mathematical Society
• Czasopismo: Commentationes Mathematicae
• Rocznik: 2013
• Tom: 53
• Numer: 2

Daty

wydano

2013

online

2014-12-15

Twórcy

autor

Michał Kisielewicz

Identyfikatory

DOI

10.14708/cm.v53i2.787