Set-Valued Stochastic Integrals and Applications

Michał Kisielewicz ()
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Michał Kisielewicz: University of Zielona Góra

in Springer Optimization and Its Applications from Springer, currently edited by Pardalos, Panos, Thai, My T. and Du, Ding-Zhu

Date: 2020
ISBN: 978-3-030-40329-4
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Chapters in this book:

Ch Chapter 1 Preliminaries

Michał Kisielewicz

Ch Chapter 2 Multifunctions

Michał Kisielewicz

Ch Chapter 3 Decomposable Subsets of 𝕃 p ( T, ℱ, μ, X ) $${\mathbb {L}}^p(T,\mathcal {F},\mu,X)$$

Michał Kisielewicz

Ch Chapter 4 Aumann Stochastic Integrals

Michał Kisielewicz

Ch Chapter 5 Itô Set-Valued Integrals

Michał Kisielewicz

Ch Chapter 6 Stochastic Differential Inclusions

Michał Kisielewicz

Ch Chapter 7 Set-Valued Stochastic Equations and Inclusions

Michał Kisielewicz

Ch Chapter 8 Stochastic Optimal Control Problems

Michał Kisielewicz

Ch Chapter 9 Mathematical Finance Problems

Michał Kisielewicz

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DOI: 10.1007/978-3-030-40329-4

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