Stochastic inclusions driven by two-parameter martingales
[ 1 ] Instytut Matematyki, Wydział Elektryczny, Politechnika Poznańska | [ P ] pracownik
2016
artykuł naukowy
angielski
- random field
- two-parameter martingale
- set-valued stochastic integral equation
- stochastic inclusion
EN 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.
123 - 152
20
0,298