Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales

DOI10.1080/07362994.2014.970277zbMath1310.60066OpenAlexW2184779348MaRDI QIDQ4981994

Mariusz Michta, Kamil Ł. Świątek

Publication date: 23 March 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2014.970277

zbMATH Keywords

random fieldtwo-parameter martingalesset-valued stochastic integrals

Mathematics Subject Classification ID

Random fields (60G60) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic analysis (60H99) Stochastic integral equations (60H20)

Related Items (7)

Weak solutions of set-valued stochastic differential equations ⋮ Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations ⋮ Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process ⋮ Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane ⋮ On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales ⋮ Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales ⋮ Properties of set-valued stochastic differential equations

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