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)

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)

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Cites Work

• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• 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 no real title available?)
• Weak compactness of weak solutions sets to stochastic differential inclusions
• Weak cyclic monotonicity and existence of solutions of differential inclusions

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