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

DOI10.1080/SAP-200044414zbMATH Open1139.60332MaRDI QIDQ5697666FDOQ5697666

Authors: Michał Kisielewicz 

Publication date: 18 October 2005

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

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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) 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) Stochastic analysis (60H99)

Cites Work

• Title not available (Why is that?)
• Set-valued stochastic intergrals and stochastic inclutions¹

Cited In (12)

• Stochastic approximation with discontinuous dynamics, differential inclusions, and applications
• Weak solutions of set-valued stochastic differential equations
• Weak solutions of stochastic differential inclusions and their compactness
• Fuzzy set-valued stochastic Lebesgue integral
• Existence of solutions of stochastic differential inclusions with standard and fractional Brownian motions
• Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides
• Stochastic integral with respect to set-valued square integrable martingales
• Necessary and sufficient conditions for the existence of solutions of one-dimensional autonomous stochastic differential inclusions
• Set-valued stochastic integrals for convoluted Lévy processes
• Title not available (Why is that?)
• Weak compactness of weak solutions sets to stochastic differential inclusions
• Weak cyclic monotonicity and existence of solutions of differential inclusions

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