INVESTIGATING INTO SET VALUED - STOCHASTIC INTEGRAL EQUATIONS

Abstract

This paper examines key aspects of set-valued stochastic integrals, focusing on their properties, types, and examples, with a particular emphasis on Generalized Set-Valued Stochastic Integral 1 and Generalized Set-Valued Stochastic Integral 2. Two theorems were established, and their applications in relation to boundedness were analyzed. For indefinite integrals, we demonstrate that their effects can extend to vector-valued contexts. Based on a theoretical analysis of the properties, types, and examples of both definite and indefinite set-valued stochastic integrals, recommendations for further applications and study are presented.