Boundedness of set-valued stochastic integrals
Journal Title: Discussiones Mathematicae Differential Inclusions Control and Optimization - Year 2015, Vol 35, Issue 2
Abstract
The paper deals with integrable boundedness of Itô set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4], where has not been proved that this integral is integrable bounded. The problem of integrable boundedness of the above set-valued stochastic integrals has been considered in the paper [7] and the monograph [8], but the problem has not been solved there. The first positive results dealing with this problem due to M. Michta, who showed (see [11]) that there are bounded set-valued F-nonanticipative mappings having unbounded Itô set-valued stochastic integrals defined by E.J. Jung and J.H. Kim. The present paper contains some new conditions implying unboundednes of the above type set-valued stochastic integrals.
Authors and Affiliations
Michał Kisielewicz
Keywords
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- EP ID EP469717
- DOI 10.7151/dmdico.1173
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