STOCHASTIC INCLUSIONS DRIVEN BY TWO-PARAMETER MARTINGALES

TitleSTOCHASTIC INCLUSIONS DRIVEN BY TWO-PARAMETER MARTINGALES
Publication TypeJournal Article
Year of Publication2016
AuthorsKOZARYN MACIEJ, MICHTA MARIUSZ, ŚWIĄTEK KAMILŁ
JournalDynamic Systems and Applications
Volume25
Start Page123
Pagination30
Date Published2016
ISSN1056-2176
AMS Subject ClassificationRandom Field, Set-valued Stochastic Integral Equation, Stochastic Inclusion, Two-parameter martingale
Abstract

The aim of the paper is the analysis of existence and properties of solutions to stochastic integral inclusions driven by two-parameter martingales. In our investigations we apply set-valued stochastic integral equations and we establish their connections with stochastic integral inclusions. Finally, we show how some particular two-parameter stochastic models are related to stochastic inclusions.
PDFhttps://www.acadsol.eu/dsa/articles/25/9.pdf
Refereed DesignationRefereed