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Set-valued stochastic intergrals and stochastic inclutions *  

Author: Michal Kisielewicz a
Affiliation:   a Institute of Mathematics, Higher College of Engineering, Zielona Goacutera, Poland
DOI: 10.1080/07362999708809507
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 15, Issue 5 1997 , pages 783 - 800
Formats available: PDF (English)
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Abstract

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.
* 1Research Supported by K.B.N Grant 332069203. Part of this article was written during the author”s stay at the University of Karlsruhe Sponsored by DAAD.
Keywords: Stochastic Integrals; Multivalued Processes; Stochastic Inclusions
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