Abstract
This article is concerned with notions of set-valued stochastic integrals driven by two-parameter martingales and increasing processes. We investigate their main properties and we consider next multivalued stochastic integral equations in the plane. We establish the existence and uniqueness of solutions to such equations as well as their additional properties.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
