Integrable boundedness of set-valued stochastic integrals

The paper deals with integrable boundedness of Itô set-valued stochastic integrals defined in 2003 by E.J. Jung and J.H. Kim in the paper . Unfortunately integrable boundedness of integrals defined in the paper , has not been solved there. The problem was partially solved by M. Michta in the paper ....
Ausführliche Beschreibung

Gespeichert in:

Autor*in:	Kisielewicz, Michał [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2019

Schlagwörter:	Set-valued mappings Itô set-valued integrals Set-valued stochastic processes Integrable boundedness of set-valued integrals

Übergeordnetes Werk:	Enthalten in: Journal of mathematical analysis and applications - Amsterdam [u.a.] : Elsevier, 1960, 481
Übergeordnetes Werk:	volume:481

DOI / URN:	10.1016/j.jmaa.2019.123441

Katalog-ID:	ELV002952009

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520			\|a The paper deals with integrable boundedness of Itô set-valued stochastic integrals defined in 2003 by E.J. Jung and J.H. Kim in the paper . Unfortunately integrable boundedness of integrals defined in the paper , has not been solved there. The problem was partially solved by M. Michta in the paper . In the present paper it is proved that set-valued stochastic integrals defined in the paper are integrably bounded if and only if they are single valued. Such result was obtained in the author's paper by the additional assumption (see , Th. 8) that some Hypothesis B is satisfied.
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allfields	10.1016/j.jmaa.2019.123441 doi (DE-627)ELV002952009 (ELSEVIER)S0022-247X(19)30709-7 DE-627 ger DE-627 rda eng 510 DE-600 31.00 bkl Kisielewicz, Michał verfasserin aut Integrable boundedness of set-valued stochastic integrals 2019 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The paper deals with integrable boundedness of Itô set-valued stochastic integrals defined in 2003 by E.J. Jung and J.H. Kim in the paper . Unfortunately integrable boundedness of integrals defined in the paper , has not been solved there. The problem was partially solved by M. Michta in the paper . In the present paper it is proved that set-valued stochastic integrals defined in the paper are integrably bounded if and only if they are single valued. Such result was obtained in the author's paper by the additional assumption (see , Th. 8) that some Hypothesis B is satisfied. Set-valued mappings Itô set-valued integrals Set-valued stochastic processes Integrable boundedness of set-valued integrals Enthalten in Journal of mathematical analysis and applications Amsterdam [u.a.] : Elsevier, 1960 481 Online-Ressource (DE-627)266886922 (DE-600)1468566-8 (DE-576)103373101 1096-0813 nnns volume:481 GBV_USEFLAG_U SYSFLAG_U GBV_ELV SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2336 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines AR 481
spelling	10.1016/j.jmaa.2019.123441 doi (DE-627)ELV002952009 (ELSEVIER)S0022-247X(19)30709-7 DE-627 ger DE-627 rda eng 510 DE-600 31.00 bkl Kisielewicz, Michał verfasserin aut Integrable boundedness of set-valued stochastic integrals 2019 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The paper deals with integrable boundedness of Itô set-valued stochastic integrals defined in 2003 by E.J. Jung and J.H. Kim in the paper . Unfortunately integrable boundedness of integrals defined in the paper , has not been solved there. The problem was partially solved by M. Michta in the paper . In the present paper it is proved that set-valued stochastic integrals defined in the paper are integrably bounded if and only if they are single valued. Such result was obtained in the author's paper by the additional assumption (see , Th. 8) that some Hypothesis B is satisfied. Set-valued mappings Itô set-valued integrals Set-valued stochastic processes Integrable boundedness of set-valued integrals Enthalten in Journal of mathematical analysis and applications Amsterdam [u.a.] : Elsevier, 1960 481 Online-Ressource (DE-627)266886922 (DE-600)1468566-8 (DE-576)103373101 1096-0813 nnns volume:481 GBV_USEFLAG_U SYSFLAG_U GBV_ELV SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2336 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines AR 481
allfields_unstemmed	10.1016/j.jmaa.2019.123441 doi (DE-627)ELV002952009 (ELSEVIER)S0022-247X(19)30709-7 DE-627 ger DE-627 rda eng 510 DE-600 31.00 bkl Kisielewicz, Michał verfasserin aut Integrable boundedness of set-valued stochastic integrals 2019 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The paper deals with integrable boundedness of Itô set-valued stochastic integrals defined in 2003 by E.J. Jung and J.H. Kim in the paper . Unfortunately integrable boundedness of integrals defined in the paper , has not been solved there. The problem was partially solved by M. Michta in the paper . In the present paper it is proved that set-valued stochastic integrals defined in the paper are integrably bounded if and only if they are single valued. Such result was obtained in the author's paper by the additional assumption (see , Th. 8) that some Hypothesis B is satisfied. Set-valued mappings Itô set-valued integrals Set-valued stochastic processes Integrable boundedness of set-valued integrals Enthalten in Journal of mathematical analysis and applications Amsterdam [u.a.] : Elsevier, 1960 481 Online-Ressource (DE-627)266886922 (DE-600)1468566-8 (DE-576)103373101 1096-0813 nnns volume:481 GBV_USEFLAG_U SYSFLAG_U GBV_ELV SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2336 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines AR 481
allfieldsGer	10.1016/j.jmaa.2019.123441 doi (DE-627)ELV002952009 (ELSEVIER)S0022-247X(19)30709-7 DE-627 ger DE-627 rda eng 510 DE-600 31.00 bkl Kisielewicz, Michał verfasserin aut Integrable boundedness of set-valued stochastic integrals 2019 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The paper deals with integrable boundedness of Itô set-valued stochastic integrals defined in 2003 by E.J. Jung and J.H. Kim in the paper . Unfortunately integrable boundedness of integrals defined in the paper , has not been solved there. The problem was partially solved by M. Michta in the paper . In the present paper it is proved that set-valued stochastic integrals defined in the paper are integrably bounded if and only if they are single valued. Such result was obtained in the author's paper by the additional assumption (see , Th. 8) that some Hypothesis B is satisfied. Set-valued mappings Itô set-valued integrals Set-valued stochastic processes Integrable boundedness of set-valued integrals Enthalten in Journal of mathematical analysis and applications Amsterdam [u.a.] : Elsevier, 1960 481 Online-Ressource (DE-627)266886922 (DE-600)1468566-8 (DE-576)103373101 1096-0813 nnns volume:481 GBV_USEFLAG_U SYSFLAG_U GBV_ELV SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2336 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines AR 481
allfieldsSound	10.1016/j.jmaa.2019.123441 doi (DE-627)ELV002952009 (ELSEVIER)S0022-247X(19)30709-7 DE-627 ger DE-627 rda eng 510 DE-600 31.00 bkl Kisielewicz, Michał verfasserin aut Integrable boundedness of set-valued stochastic integrals 2019 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The paper deals with integrable boundedness of Itô set-valued stochastic integrals defined in 2003 by E.J. Jung and J.H. Kim in the paper . Unfortunately integrable boundedness of integrals defined in the paper , has not been solved there. The problem was partially solved by M. Michta in the paper . In the present paper it is proved that set-valued stochastic integrals defined in the paper are integrably bounded if and only if they are single valued. Such result was obtained in the author's paper by the additional assumption (see , Th. 8) that some Hypothesis B is satisfied. Set-valued mappings Itô set-valued integrals Set-valued stochastic processes Integrable boundedness of set-valued integrals Enthalten in Journal of mathematical analysis and applications Amsterdam [u.a.] : Elsevier, 1960 481 Online-Ressource (DE-627)266886922 (DE-600)1468566-8 (DE-576)103373101 1096-0813 nnns volume:481 GBV_USEFLAG_U SYSFLAG_U GBV_ELV SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2336 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines AR 481
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author	Kisielewicz, Michał
spellingShingle	Kisielewicz, Michał ddc 510 bkl 31.00 misc Set-valued mappings misc Itô set-valued integrals misc Set-valued stochastic processes misc Integrable boundedness of set-valued integrals Integrable boundedness of set-valued stochastic integrals
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topic_title	510 DE-600 31.00 bkl Integrable boundedness of set-valued stochastic integrals Set-valued mappings Itô set-valued integrals Set-valued stochastic processes Integrable boundedness of set-valued integrals
topic	ddc 510 bkl 31.00 misc Set-valued mappings misc Itô set-valued integrals misc Set-valued stochastic processes misc Integrable boundedness of set-valued integrals
topic_unstemmed	ddc 510 bkl 31.00 misc Set-valued mappings misc Itô set-valued integrals misc Set-valued stochastic processes misc Integrable boundedness of set-valued integrals
topic_browse	ddc 510 bkl 31.00 misc Set-valued mappings misc Itô set-valued integrals misc Set-valued stochastic processes misc Integrable boundedness of set-valued integrals
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title	Integrable boundedness of set-valued stochastic integrals
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title_full	Integrable boundedness of set-valued stochastic integrals
author_sort	Kisielewicz, Michał
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title_sort	integrable boundedness of set-valued stochastic integrals
title_auth	Integrable boundedness of set-valued stochastic integrals
abstract	The paper deals with integrable boundedness of Itô set-valued stochastic integrals defined in 2003 by E.J. Jung and J.H. Kim in the paper . Unfortunately integrable boundedness of integrals defined in the paper , has not been solved there. The problem was partially solved by M. Michta in the paper . In the present paper it is proved that set-valued stochastic integrals defined in the paper are integrably bounded if and only if they are single valued. Such result was obtained in the author's paper by the additional assumption (see , Th. 8) that some Hypothesis B is satisfied.
abstractGer	The paper deals with integrable boundedness of Itô set-valued stochastic integrals defined in 2003 by E.J. Jung and J.H. Kim in the paper . Unfortunately integrable boundedness of integrals defined in the paper , has not been solved there. The problem was partially solved by M. Michta in the paper . In the present paper it is proved that set-valued stochastic integrals defined in the paper are integrably bounded if and only if they are single valued. Such result was obtained in the author's paper by the additional assumption (see , Th. 8) that some Hypothesis B is satisfied.
abstract_unstemmed	The paper deals with integrable boundedness of Itô set-valued stochastic integrals defined in 2003 by E.J. Jung and J.H. Kim in the paper . Unfortunately integrable boundedness of integrals defined in the paper , has not been solved there. The problem was partially solved by M. Michta in the paper . In the present paper it is proved that set-valued stochastic integrals defined in the paper are integrably bounded if and only if they are single valued. Such result was obtained in the author's paper by the additional assumption (see , Th. 8) that some Hypothesis B is satisfied.
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title_short	Integrable boundedness of set-valued stochastic integrals
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doi_str	10.1016/j.jmaa.2019.123441
up_date	2024-07-06T18:00:06.295Z
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Jung and J.H. Kim in the paper . Unfortunately integrable boundedness of integrals defined in the paper , has not been solved there. The problem was partially solved by M. Michta in the paper . In the present paper it is proved that set-valued stochastic integrals defined in the paper are integrably bounded if and only if they are single valued. 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Integrable boundedness of set-valued stochastic integrals

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