On set-valued stochastic integrals in an M-type 2 Banach space
نویسندگان
چکیده
منابع مشابه
Some Results on Set-valued Stochastic Integrals with Respect to Poisson Jump in an M-type 2 Banach Space
Probability theory is an important tool of modeling randomness in a practical problem. But besides randomness, in the real world, there exists other kind of uncertainties such as impreciseness or vagueness. Set-valued functions are employed to model the impreciseness in applied field such as in Economics, control theory (see for example [1]). Integrals of set-valued functions have been received...
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Let (Ω,F , {Ft}, P ) be a complete probability space with filtration {Ft}, (X ,H, μ) an abstract Wiener space of M-type 2, and {Bt : t ≥ 0} an X -valued Brownian motion such that the distribution of the random function t−1/2Bt : Ω → X is μ for any t > 0. We consider the strong solutions to a set-valued stochastic differential equation with a set-valued drift and a single valued diffusion driven...
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8-28-8/1, Tamil Street, Chinna Waltair, Visakhapatnam-530 017, India E-mail: [email protected] Department of Engineering Mathematics, GIT, Gitam University Visakhapatnam-530 045, India E-mail: [email protected] Department of Mathematics, Mrs. A.V.N. College Visakhapatnam -530 001, India E-mail: [email protected] Department of Mathematics, Raghu Engineering College Visakhapatnam-531 1...
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In a Euclidean space , the Lebesgue-Stieltjes integral of set-valued stochastic processes d R , 0, t F F t T with respect to real valued finite variation process , 0, t A t T t 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 integr...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2009
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2008.09.017