On Set-Valued Stochastic Integrals
- 4 January 2003
- journal article
- Published by Taylor & Francis Ltd in Stochastic Analysis and Applications
- Vol. 21 (2), 401-418
- https://doi.org/10.1081/sap-120019292
Abstract
We define a set-valued stochastic integral with respect to a 1-dimensional Brownian motion. The paper develops multivalued analogs to the theory of singlevalued stochastic integrals. It is expected that these results will be useful to study set-valued and fuzzy stochastic analysis.Keywords
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