On weak solutions of random differential inclusions
This paper establishes the existence of probabilistic solutions of `random differential inclusions' by applying a general theorem of the same author on multivalued random differential equations of the form \[ D_HX_t=F(t,X_t) \qquad (\text{a.s., a.e. }t\in[0,T]) \] with initial condition \(X_0\) \(\mu\)-distributed on the time-0 law of the set-valued stochastic process \(X_t\), which has nonempty convex sets as values. The so-called Hukuchara derivative \(D_H\) appearing in this equation is defined to exist as a difference quotient with respect to setwise symmetric difference operations. Under conditions of measurability and dominatedness of diameter of the convex- and compact-set-valued function \(F\), the author had previously proved the existence of a set-valued stochastic-process solution (a `weak solution'). Under similar conditions, the author here obtains a similar result for random differential inclusions.
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