Stochastic inclusions driven by two-parameter martingales

MaRDI QIDQ2825633zbMATH OpenFDO

Authors Maciej Kozaryn, Mariusz Michta, Kamil Ł. Świątek

Publication date 13 October 2016

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

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)

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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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