Weak Compactness of Solution Sets to Stochastic Differential Inclusions with Non-Convex Right-Hand Sides

DOI10.1080/SAP-200044414zbMath1139.60332MaRDI QIDQ5697666

Michał Kisielewicz

Publication date: 18 October 2005

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

zbMATH Keywords

separable probability space, Stochastic differential inclusions, Stochastic processes

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03) Stochastic analysis (60H99) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (4)

Stochastic approximation with discontinuous dynamics, differential inclusions, and applications ⋮ Existence of solutions of stochastic differential inclusions with standard and fractional Brownian motions ⋮ Fuzzy set-valued stochastic Lebesgue integral ⋮ Stochastic integral with respect to set-valued square integrable martingales

Cites Work

• Set-valued stochastic intergrals and stochastic inclutions¹
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