Geodesic
Properties of set-valued stochastic integrals
Discussiones Mathematicae. Probability and Statistics, Tome 26 (2006) no. 1, pp. 83-103

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We introduce set-valued stochastic integrals driven by a square-integrable martingale and by a semimartingale. We investigate properties of both integrals.
Keywords: decomposable set, Hausdorff metric, predictable set-valued process, square-integrable martingale, semimartingale 
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Motyl, Jerzy; Syga, Joachim. Properties of set-valued stochastic integrals. Discussiones Mathematicae. Probability and Statistics, Tome 26 (2006) no. 1, pp. 83-103. http://geodesic.mathdoc.fr/item/DMPS_2006_26_1_a4/