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Abstract The paper deals with integrable boundedness of Ito set-valued stochastic integrals defined in 2003 by E.J. Jung and J.H. Kim in the paper [2] . Unfortunately integrable boundedness of… Click to show full abstract
Abstract The paper deals with integrable boundedness of Ito set-valued stochastic integrals defined in 2003 by E.J. Jung and J.H. Kim in the paper [2] . Unfortunately integrable boundedness of integrals defined in the paper [2] , has not been solved there. The problem was partially solved by M. Michta in the paper [8] . In the present paper it is proved that set-valued stochastic integrals defined in the paper [2] are integrably bounded if and only if they are single valued. Such result was obtained in the author's paper [7] by the additional assumption (see [7] , Th. 8) that some Hypothesis B is satisfied.
Journal Title: Journal of Mathematical Analysis and Applications
Year Published: 2020
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