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...

In this paper, we study the existence of generalized solutions for the infinite dimensional nonlinear stochastic differential inclusions $dx(t) in F(t,x(t))dt +G(t,x(t))dW_t$ in which the multifunction $F$ is semimonotone and hemicontinuous and the operator-valued multifunction $G$ satisfies a Lipschitz condition. We define the It^{o} stochastic integral of operator set-valued stochastic pr...

In this paper, some properties of the monotone set-valued function defined by the set-valued Choquet integral are discussed. It is shown that several important structural characteristics of the original set function, such as null-additivity, strong order continuity, property(S) and pseudometric generating property, etc., are preserved by the new set-valued function. It is also shown that integr...

In [3] we introduced a “monotone-type” (that is, Choquet-type) integral for realvalued functions, with respect to finitely additive positive set functions, with values in a Dedekind complete Riesz space. A “Lebesgue-type” integral for such kind of functions was investigated in [7]. In [4] we gave some comparison results for these types of integrals. In [10], a Choquet-type integral for real-val...