Stochastic inclusions driven by two-parameter martingales

zbMATH Open1350.60064MaRDI QIDQ2825633FDOQ2825633

Authors: Maciej Kozaryn, Mariusz Michta, Kamil Ł. Świątek 

Publication date: 13 October 2016

Published in: Dynamic Systems and Applications (Search for Journal in Brave)

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• Second Order Stochastic Inclusion
• scientific article; zbMATH DE number 888917

zbMATH Keywords

random fieldstochastic inclusiontwo-parameter martingaleset-valued stochastic integral equation

Mathematics Subject Classification ID

Random fields (60G60) Set-valued functions (26E25) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Cited In (6)

• Martingale problem to Stratonovich stochastic inclusion
• Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process
• Set-valued stochastic integrals and equations with respect to two-parameter martingales
• Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane
• Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise
• Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales

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