Selections of set-valued stochastic processes. (1998)

• Record Type: Journal Article
• Authors: Michta, Mariusz; Rybiński, Longin E.
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 11:Number 1(1998)
• Page Start: 73
• Page End: 78
• Publication Date: 1998
• Subjects: set-valued stochastic process -- conditional expectation -- martingale -- measurable and continuous selections; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S1048953398000069
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : We show that ℱ t -adapted, set-valued stochastic processes satisfying mild continuity conditions admit, ℱ t -adapted, stochastically continuous selections.