Set-valued Brownian motion
Autor: | Candeloro, Domenico, Labuschagne, Coenraad C. A., Marraffa, Valeria, Sambucini, Anna Rita |
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Rok vydání: | 2015 |
Předmět: | |
Zdroj: | Ricerche di Matematica vol 67 (2), (2018) pp 347-360 |
Druh dokumentu: | Working Paper |
DOI: | 10.1007/s11587-018-0372-1 |
Popis: | Brownian motions, martingales, and Wiener processes are introduced and studied for set valued functions taking values in the subfamily of compact convex subsets of arbitrary Banach space $X$. The present paper is an application of one the paper of the second author in which an embedding result is obtained which considers also the ordered structure of $ck(X)$ and f-algebras. Comment: 15 pages, 1 figure |
Databáze: | arXiv |
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