Set-Valued Stochastic Equation with Set-Valued Square Integrable Martingale
In this paper, we shall introduce the stochastic integral of a stochastic process with respect to set-valued square integrable martingale. Then we shall give the Aumann integral measurable theorem, and give the set-valued stochastic Lebesgue integral and set-valued square integrable martingale integ...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2017-01-01
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| Series: | ITM Web of Conferences |
| Online Access: | https://doi.org/10.1051/itmconf/20171203002 |