|Title||STOCHASTIC INCLUSIONS DRIVEN BY TWO-PARAMETER MARTINGALES|
|Publication Type||Journal Article|
|Year of Publication||2016|
|Authors||KOZARYN MACIEJ, MICHTA MARIUSZ, ŚWIĄTEK KAMILŁ|
|Journal||Dynamic Systems and Applications|
|AMS Subject Classification||Random Field, Set-valued Stochastic Integral Equation, Stochastic Inclusion, Two-parameter martingale|
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.