Weak compactness of weak solutions sets to stochastic differential inclusions

DOI10.1080/07362994.2019.1702884zbMATH Open1443.60053OpenAlexW2999345071WikidataQ126349745 ScholiaQ126349745MaRDI QIDQ5113866FDOQ5113866

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

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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)

Cites Work

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• On Set-Valued Stochastic Integrals
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• Properties of generalized set-valued stochastic integrals
• G-stable convergence of semimartingales
• Approximation theorems for set-valued stochastic integrals

Cited In (5)

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)

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