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 fieldset-valued stochastic integral equationstochastic inclusiontwo-parameter martingale

Mathematics Subject Classification ID

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

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Cited in

(7)

• Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales
• Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise
• 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
• On Filippov’s theorem for stochastic integral inclusions with mixed integrals in the plane

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