Selection theorems for set-valued stochastic integrals.

The paper is devoted to some selection theorems for set-valued stochastic integrals considered in papers by Kisielewicz et al. In particular, the Itô set-valued stochastic integrals are considered for absolutely summable countable subsets of the space of all square integrable -nonanticipative matrix-valued stochastic processes. Such integrals are integrably bounded. Selection theorems, presented in the paper, cannot be considered for integrals defined by Jung and Kim in their paper for -nonanticipative integrably bounded set-valued mappings , because such integrals are not in the general case integrably bounded. [ABSTRACT FROM AUTHOR]

Copyright of Stochastic Analysis & Applications is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)