کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
6419350 | 1339394 | 2012 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Some properties of set-valued stochastic integrals
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز ریاضی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Some properties of set-valued stochastic integrals Some properties of set-valued stochastic integrals](/preview/png/6419350.png)
چکیده انگلیسی
The present paper is devoted to properties of set-valued stochastic integrals defined as some special type of set-valued random variables. In particular, it is shown that if the probability base is separable or probability measure is nonatomic then defined set-valued stochastic integrals can be represented by a sequence of Itôʼs integrals of nonanticipative selectors of integrated set-valued processes. Immediately from Michaelʼs continuous selection theorem it follows that the indefinite set-valued stochastic integrals possess some continuous selections. The problem of integrably boundedness of set-valued stochastic integrals is considered. Some remarks dealing with stochastic differential inclusions are also given.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 388, Issue 2, 15 April 2012, Pages 984-995
Journal: Journal of Mathematical Analysis and Applications - Volume 388, Issue 2, 15 April 2012, Pages 984-995
نویسندگان
MichaÅ Kisielewicz,