Set-Valued Stochastic Integrals and Applications

Preface.- List of Symbols.- 1. Preliminaries.- 2. Multifunctions.- 3. Decomposable Subsets of the Space Lp(T,F,Mu, X).- 4. Aumann Stochastic Integrals.- 5. Set-Valued Ito Integrals.- 6. Stochastic Differential Inclusions.- 7. Set-Valued Stochastic Differential Equations and Inclusions.- 8. Stochastic Optimal Control Problems.- 9. Mathematical Finance Problems.- References.- Index.

"The main information on bibliographical sources of the material presented in each chapter ... . The author has done a fine job. He has written a book that will be a valuable source of information to researchers ... . The book is very interesting for experts as well as novices. It gives a new and interesting variant of the theory of stochastic integration that involves new types of arguments and insights." (Jerzy Motyl, Mathematical Reviews, March, 2022)

“The main information on bibliographical sources of the material presented in each chapter … . The author has done a fine job. He has written a book that will be a valuable source of information to researchers … . The book is very interesting for experts as well as novices. It gives a new and interesting variant of the theory of stochastic integration that involves new types of arguments and insights.” (Jerzy Motyl, Mathematical Reviews, March, 2022)