Remarks on unboundedness of set-valued Itô stochastic integrals
نویسندگان
چکیده
منابع مشابه
Set-Valued Stochastic Integrals with Respect to Finite Variation Processes
In a Euclidean space , the Lebesgue-Stieltjes integral of set-valued stochastic processes d R , 0, t F F t T with respect to real valued finite variation process , 0, t A t T t is defined directly by employing all integrably bounded selections instead of taking the decomposable closure appearing in some existed references. We shall show that this kind of integr...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2015
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2014.11.041