Weak compactness of weak solutions sets to stochastic differential inclusions

DOI10.1080/07362994.2019.1702884MaRDI QIDQ5113866zbMATH OpenOpenAlexWikidataFDO

Authors Michał Kisielewicz

Publication date 18 June 2020

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2019.1702884

zbMATH Keywords

set-valued mappingsset-valued stochastic integralsweak compactness in distribution of sets of stochastic processesweak convergence in distribution of sequences of stochastic processes

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Set-valued operators (47H04) Stochastic integrals (60H05) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

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Cited in

(8)

• Weak compactness of weak solutions sets of forward-backward stochastic differential inclusions
• Weak solutions of set-valued stochastic differential equations
• scientific article; zbMATH DE number 5010799 (Why is no real title available?)
• Weak solutions of stochastic differential inclusions and their compactness
• 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
• On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales
• scientific article; zbMATH DE number 5363951 (Why is no real title available?)

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