Representation theorems, set-valued and fuzzy set-valued Ito integral
S Li, A Ren - Fuzzy Sets and Systems, 2007 - Elsevier
In this paper, we shall present representation theorems of set-valued martingales and set-
valued processes of finite variation with continuous time. We shall also obtain a
representation theorem of a predictable set-valued stochastic process. We shall give a new
definition of Ito integral of a set-valued stochastic process with respect to a Brownian motion
based on the work [EJ Jung, JH Kim, On set-valued stochastic integrals, Stochastic Anal.
Appl. 21 (2)(2003) 401–418.]. We shall also discuss some properties of set-valued Ito …
valued processes of finite variation with continuous time. We shall also obtain a
representation theorem of a predictable set-valued stochastic process. We shall give a new
definition of Ito integral of a set-valued stochastic process with respect to a Brownian motion
based on the work [EJ Jung, JH Kim, On set-valued stochastic integrals, Stochastic Anal.
Appl. 21 (2)(2003) 401–418.]. We shall also discuss some properties of set-valued Ito …
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