Note on the selection properties of set-valued semimartingales
Mariusz Michta
Discussiones Mathematicae, Differential Inclusions, Control and Optimization, Tome 16 (1996), p. 161-169 / Harvested from The Polish Digital Mathematics Library
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Set-valued semimartingales are introduced as an extension of the notion of single-valued semimartingales. For such multivalued processes their semimartingale selection properties are investigated.

Publié le : 1996-01-01
EUDML-ID : urn:eudml:doc:275908 
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Mariusz Michta. Note on the selection properties of set-valued semimartingales. Discussiones Mathematicae, Differential Inclusions, Control and Optimization, Tome 16 (1996) pp. 161-169. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-div16i2n5bwm/

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