Weak solutions of stochastic differential inclusions and their compactness

DOI10.7151/DMDICO.1106MaRDI QIDQ3565743zbMATH OpenOpenAlexFDO

Authors Mariusz Michta

Publication date 7 June 2010

Published in Discussiones Mathematicae. Differential Inclusions, Control and Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/d8e361b18f9df864844cb59ff1839fb55eab676f

zbMATH Keywords

semimartingaleweak solutionsmartingale problemweak convergence of probability measuresstochastic differential inclusions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Martingales with continuous parameter (60G44) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Stochastic systems in control theory (general) (93E03)

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• Weak solutions of set-valued stochastic differential equations
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• Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides
• Weak Compactness of Solution Sets to Stochastic Differential Inclusions with Non-Convex Right-Hand Sides
• Stochastic differential inclusions and diffusion processes
• Weak solutions to a stochastic inclusion with multivalued integrators
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