Abstract
In this chapter we present the definition and properties of Itô set-valued integrals of square integrable non-anticipative matrix-valued stochastic processes. We begin with the definition and properties of Itô set-valued functional integrals of subsets of the space \({\mathbb {L}}^2(\mathbb {R}^+\times \Omega ,\Sigma _{\mathbb {F}},\mathbb {R}^{d\times m})\).
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Kisielewicz, M. (2020). Itô Set-Valued Integrals. In: Set-Valued Stochastic Integrals and Applications. Springer Optimization and Its Applications, vol 157. Springer, Cham. https://doi.org/10.1007/978-3-030-40329-4_5
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DOI: https://doi.org/10.1007/978-3-030-40329-4_5
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