Selections of set-valued stochastic processes

Mariusz Michta and Longin E. Rybiński

International Journal of Stochastic Analysis, 1998, vol. 11, 1-6

Abstract:

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

Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:186836

DOI: 10.1155/S1048953398000069

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