Set-Valued Stochastic Lebesque Integral and Representation Theorems
In this paper, we shall firstly illustrate why we should introduce set-valued stochastic integrals, and then we shall discuss some properties of set-valued stochastic processes and the relation between a set-valued stochastic process and its selection set. After recalling the Aumann type definition...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Springer
2008-06-01
|
| Series: | International Journal of Computational Intelligence Systems |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/1569.pdf |