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This book is among the first concise presentations of the
set-valued stochastic integration theory as well as its natural
applications, as well as the first to contain complex approach
theory of set-valued stochastic integrals. Taking particular
consideration of set-valued Ito , set-valued stochastic Lebesgue,
and stochastic Aumann integrals, the volume is divided into nine
parts. It begins with preliminaries of mathematical methods that
are then applied in later chapters containing the main results and
some of their applications, and contains many new problems. Methods
applied in the book are mainly based on functional analysis, theory
of probability processes, and theory of set-valued mappings. The
volume will appeal to students of mathematics, economics, and
engineering, as well as to mathematics professionals interested in
applications of the theory of set-valued stochastic integrals.
This book is among the first concise presentations of the
set-valued stochastic integration theory as well as its natural
applications, as well as the first to contain complex approach
theory of set-valued stochastic integrals. Taking particular
consideration of set-valued Ito , set-valued stochastic Lebesgue,
and stochastic Aumann integrals, the volume is divided into nine
parts. It begins with preliminaries of mathematical methods that
are then applied in later chapters containing the main results and
some of their applications, and contains many new problems. Methods
applied in the book are mainly based on functional analysis, theory
of probability processes, and theory of set-valued mappings. The
volume will appeal to students of mathematics, economics, and
engineering, as well as to mathematics professionals interested in
applications of the theory of set-valued stochastic integrals.
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