This book is devoted to the theory of set-valued stochastic integrals and their applications. In particular, set-valued Ito, set-valued stochastic Lebesgue, and stochastic Aumann integrals are considered. The volume is divided into nine parts, beginning with preliminaries of mathematical methods that are then applied in later chapters containing the main results and some of their applications. It is the first book containing complex approach theory of set-valued stochastic integrals, and contains many new problems. Methods applied in the book are mainly based on functional analysis, theory of probability processes, and theory of set-valued mappings.The volume will be of interest to students of mathematics, economics, and engineering, as well as to mathematics professionals interested in applications of the theory of set-valued stochastic integrals.weiterlesen