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arXiv · 1509.06518

Set-valued Brownian motion

Domenico Candeloro·Coenraad C. A. Labuschagne·Valeria Marraffa·Anna Rita Sambucini
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Abstract

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.

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Domenico Candeloro, Coenraad C. A. Labuschagne, Valeria Marraffa, Anna Rita Sambucini. 2015-09-22. Set-valued Brownian motion. https://doi.org/10.1007/s11587-018-0372-1

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