Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane

Abstract

Abstract 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 finite variation processes and martingales. We present new types of such inclusions and equations that generalize those studied earlier. Apart from existence results to such inclusions and equations also topological properties of their solutions are studied. Additionally some connections between their solutions are established. The results obtained in the paper present a set-valued counterpart dealing with this topic known both in deterministic and stochastic cases.