Abstract
In a real separable martingale type 2 Banach space, first we give the definition of single valued stochastic integrals by the differential of a real valued continuous L 2-martingale, and then, consider the set-valued case. Submartingale property and Castaing representation of set-valued stochastic integrals are obtained.
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Zhang, J. (2008). Set-Valued Stochastic Integrals with Respect to a Real Valued Martingale. In: Dubois, D., Lubiano, M.A., Prade, H., Gil, M.Á., Grzegorzewski, P., Hryniewicz, O. (eds) Soft Methods for Handling Variability and Imprecision. Advances in Soft Computing, vol 48. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-85027-4_31
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DOI: https://doi.org/10.1007/978-3-540-85027-4_31
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-85026-7
Online ISBN: 978-3-540-85027-4
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