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Some properties of set-valued stochastic integrals [PDF]

open access: yesJournal of Mathematical Analysis and Applications, 2012
The present paper is devoted to properties of set-valued stochastic integrals defined as some special type of set-valued random variables. In particular, it is shown that if the probability base is separable or probability measure is nonatomic then ...
Michał Kisielewicz
exaly   +2 more sources
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