In classical physics and engineering many problems are described by ordinary or partial
differential equations. One usually considers an idealized situation, namely, the uncontrolled …

The paper refers to the study of properties of solutions to two-parameter stochastic
inclusions and set-valued stochastic equations with set-valued mixed integrals driven by …

Abstract CONTENTS Introduction § 1. Stochastic models § 2. The strong Markov property.
Splitting random elements § 3. Extremal problems and splitting random sets § 4 …

This paper is devoted to the study of all the different classes of two-parameter martingales
which were introduced during the last decade. The problem of the relations between these …

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 …

Set-indexed martingales and submartingales are defined and studied. The admissible
function of a submartingale is defined and some class (D) conditions are given which allow …

This article is concerned with notions of fuzzy-valued stochastic integrals driven by two-
parameter martingales and increasing processes. We present their main properties and …

Abstract 1 Introduction 2 Framework and Definitions 3 Stopping Sets 4 Predictability 5
Announcability 6 Martingales 7 Stopping theorems 8 Local Martingales 9 Quasimartingales …

Given a two-parameter simple point process M, an appropriate filtration and an increasing
and predictable process A satisfying some properties, we solve a martingale problem …

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 …