Set-valued Brownian motion

Autor: Candeloro, Domenico, Labuschagne, Coenraad C. A., Marraffa, Valeria, Sambucini, Anna Rita
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