Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides

DOI10.12775/TMNA.2001.028zbMath1139.60331MaRDI QIDQ1599792

Michał Kisielewicz

Publication date: 6 June 2002

Published in: Topological Methods in Nonlinear Analysis (Search for Journal in Brave)

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 (11)

Second Order Stochastic Inclusion ⋮ Stochastic approximation with discontinuous dynamics, differential inclusions, and applications ⋮ Martingale problem to Stratonovich stochastic inclusion ⋮ On set-valued stochastic integrals and fuzzy stochastic equations ⋮ Stochastic equations with discontinuous jump functions ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals ⋮ Some properties of set-valued stochastic integrals ⋮ The interrelation between stochastic differential inclusions and set-valued stochastic differential equations ⋮ Stochastic differential inclusions and diffusion processes ⋮ On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales ⋮ Stochastic representation of partial differential inclusions

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