Set-valued stochastic intergrals and stochastic inclutions1
作者:
Michal Kisielewicz,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1997)
卷期:
Volume 15,
issue 5
页码: 783-800
ISSN:0736-2994
年代: 1997
DOI:10.1080/07362999708809507
出版商: Marcel Dekker, Inc.
关键词: Stochastic Integrals;Multivalued Processes;Stochastic Inclusions
数据来源: Taylor
摘要:
We present the concepts of set - valued stochastic integrals and stochastic inclusions. The main result of the paper deals with a selection property of set - valued stochastic integrals. This property is a fundamental one for stochastic inclusions.
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