Geodesic
Set-valued Stratonovich integral
Discussiones Mathematicae. Probability and Statistics, Tome 26 (2006) no. 1, pp. 63-81

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The purpose of the paper is to introduce a set-valued Stratonovich integral driven by a one-dimensional Brownian motion. We discuss the existence of this integral and investigate its properties.
Keywords: set-valued function, Hukuhara differential, selection of a set-valued map, semimartingale, Stratonovich integral 
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Góralczyk, Anna; Motyl, Jerzy. Set-valued Stratonovich integral. Discussiones Mathematicae. Probability and Statistics, Tome 26 (2006) no. 1, pp. 63-81. http://geodesic.mathdoc.fr/item/DMPS_2006_26_1_a3/