Geodesic
Some properties of set-valued stochastic integrals of multiprocesses with finite Castaing representations
Commentationes Mathematicae, Tome 53 (2013) no. 2, p. 213−226.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

The paper contains new properties of set-valued stochastic integrals defined as multifunctions with subtrajectory integrals equal to closed decomposable hulls of functional set-valued integrals defined in the author paper [8]. In particular, it is proved that such defined integrals for set-valued predictable square integrably bounded processes having finite Castaing representations are square integrably bounded. Up to now this property has not been proved. Unfortunately, in the general case the above boundedness problem is still open.
DOI : 10.14708/cm.v53i2.787
Mots-clés : set-valued mappings, set-valued integrals, set-valued stochastic processes 
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Michał Kisielewicz. Some properties of set-valued stochastic integrals of multiprocesses with finite Castaing representations. Commentationes Mathematicae, Tome 53 (2013) no. 2, p.  213−226. doi : 10.14708/cm.v53i2.787. http://geodesic.mathdoc.fr/articles/10.14708/cm.v53i2.787/

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