【摘 要】
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In a separable Banach space X,at first we study X-valued stochastic integrals with respect to the Poisson random measure N(dsdz)and the compensated Poisson
【机 构】
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NorthChinaElectricityPowerUniversity
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In a separable Banach space X,at first we study X-valued stochastic integrals with respect to the Poisson random measure N(dsdz)and the compensated Poisson random measure (N)(dsdz)generated by a stationary Poisson stochastic process p.When the characteristic measure v of p is finite,both N(dsdz)and (N)(dsdz)are of finite variation a.s.Then we study the set-valued integrals with respect to the Poisson random measure and the compensated Poisson random measure,which are integrably bounded.The set-valued integral with respect to the compensated Poisson random measure is a right continuous (under Hausdorff metric) set-valued martingale.
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