On solutions to stochastic differential inclusions

zbMath1171.60353MaRDI QIDQ1422569

Mariusz Michta

Publication date: 23 February 2004

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

zbMATH Keywords

weak solutionsmartingale problemStochastic differential equationsweak convergence of probability measures.

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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