It Integrals of real predictable processes with respect to set-valued Wiener stochastic process
Guo Qing, Pla Uni · Journal of PLA University of Science and Technology · 2005
In order to study the It integrals of the real predictable processes with respect to bounded integrable compact convex set-valued Wiener stochastic process, the related definition and characters of simple real predictable processes were first presented, then the conclusion was extended to general real predictable processes.