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M. Malinowski and M. Michta, “Set-Valued Stochastic Integral Equations Driven by Martingales,” Journal of Mathematical Analysis and Applications, Vol. 394, No. 12, 2012, pp. 30-47.
http://dx.doi.org/10.1016/j.jmaa.2012.04.042

has been cited by the following article:

• TITLE: Set-Valued Stochastic Integrals with Respect to Finite Variation Processes

  AUTHORS: Jinping Zhang, Jiajia Qi

  KEYWORDS: Set-Valued Stochastic Process; Finite Variation Process; Measurability

  JOURNAL NAME: Advances in Pure Mathematics, Vol.3 No.9A, December 18, 2013

  ABSTRACT: In a Euclidean space Rd, the Lebesgue-Stieltjes integral of set-valued stochastic processes with respect to real valued finite variation process is defined directly by employing all integrably bounded selections instead of taking the decomposable closure appearing in some existed references. We shall show that this kind of integral is measurable, continuous in t under the Hausdorff metric and L2-bounded.