Selections of set-valued stochastic processes
نویسندگان
چکیده
منابع مشابه
Set-Valued Stochastic Integrals with Respect to Finite Variation Processes
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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We consider set-valued mappings deened on a linear normed space with convex closed images in IR n. Our aim is to construct selections which are (Hadamard) directionally diierentiable using some approximation of the mul-tifunction. The constructions suggested assume existence of a cone approximation given by a certain "derivative" of the mapping. The rst one makes use of the properties of Steine...
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Every lower semi-continuous closed-and-convex valued mapping Φ : X → 2 , where X is a Σ-product of metrizable spaces and Y is a Hilbert space, has a single-valued continuous selection. This improves an earlier result of the author.
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Stochastic Analysis
سال: 1998
ISSN: 1048-9533,1687-2177
DOI: 10.1155/s1048953398000069