Approximation theorems for set-valued stochastic integrals

作者：Kisielewicz Michal^*

来源：Stochastic Analysis and Applications, 2018, 36(3): 495-520.

DOI：10.1080/07362994.2018.1426468

• set-valued stochastic processes
• set-valued stochastic integrals
• approximation theorems
• 60H05
• 28B20
• 47H04

The article is devoted to new properties of Aumann, Lebesgue, and Ito set-valued stochastic integrals considered in papers [1,2]. In particular, it contains some approximation theorems for Aumann and Ito set-valued stochastic integrals. Hence, in particular, it follows that Aumann and Lebesgue set-valued stochastic integrals cover a.s., both for measurable and IF-nonanticipative integrably bounded set-valued stochastic processes.

• 出版日期2018