Advances in Pure Mathematics
Volume 3, Issue 9 (December 2013)
ISSN Print: 2160-0368 ISSN Online: 2160-0384
Google-based Impact Factor: 0.50 Citations h5-index & Ranking
Set-Valued Stochastic Integrals with Respect to Finite Variation Processes ()
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ABSTRACT
In a Euclidean space Rd, the Lebesgue-Stieltjes integral of set-valued stochastic processes with respect to real valued finite variation process is defined directly by employing all integrably bounded selections instead of taking the decomposable closure appearing in some existed references. We shall show that this kind of integral is measurable, continuous in t under the Hausdorff metric and L2-bounded.
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