Set-valued Brownian motion
Functional Analysis
2018-10-17 v1 Probability
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 . 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 and f-algebras.
Cite
@article{arxiv.1509.06518,
title = {Set-valued Brownian motion},
author = {Domenico Candeloro and Coenraad C. A. Labuschagne and Valeria Marraffa and Anna Rita Sambucini},
journal= {arXiv preprint arXiv:1509.06518},
year = {2018}
}
Comments
15 pages, 1 figure