Abstract

ABSTRACTThe article is devoted to new properties of Aumann, Lebesgue, and Itô set-valued stochastic integrals considered in papers [1,2]. In particular, it contains some approximation theorems for Aumann and Itô set-valued stochastic integrals. Hence, in particular, it follows that Aumann and Lebesgue set-valued stochastic integrals cover a.s., both for measurable and IF-nonanticipative integrably bounded set-valued stochastic processes.

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