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

DOI10.1080/SAP-200044414MaRDI QIDQ5697666zbMATH OpenFDO

Authors Michał Kisielewicz

Publication date 18 October 2005

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

Full work available at URL https://doi.org/10.1080/SAP-200044414

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 analysis (60H99) 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)

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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

(13)

• Existence theorem for nonconvex stochastic inclusions
• Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides
• Fuzzy set-valued stochastic Lebesgue integral
• Weak solutions of set-valued stochastic differential equations
• Necessary and sufficient conditions for the existence of solutions of one-dimensional autonomous stochastic differential inclusions
• scientific article; zbMATH DE number 5363951 (Why is no real title available?)
• Weak solutions of stochastic differential inclusions and their compactness
• Weak compactness of weak solutions sets to stochastic differential inclusions
• Weak cyclic monotonicity and existence of solutions of differential inclusions
• Stochastic approximation with discontinuous dynamics, differential inclusions, and applications
• Set-valued stochastic integrals for convoluted Lévy processes
• Existence of solutions of stochastic differential inclusions with standard and fractional Brownian motions
• Stochastic integral with respect to set-valued square integrable martingales

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