Weak solutions of stochastic differential inclusions and their compactness

DOI10.7151/DMDICO.1106zbMATH Open1206.93107OpenAlexW2316955396MaRDI QIDQ3565743FDOQ3565743

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

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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)

Cited In (13)

• Weak solutions of set-valued stochastic differential equations
• Title not available (Why is that?)
• Backward stochastic differential inclusions
• 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
• Title not available (Why is that?)
• On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales
• Compactness of solutions to second order stochastic dynamical systems
• Title not available (Why is that?)
• Weak compactness of weak solutions sets to stochastic differential inclusions
• Weak compactness of weak solutions sets of forward-backward stochastic differential inclusions

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