Weak compactness of weak solutions sets to stochastic differential inclusions

DOI10.1080/07362994.2019.1702884zbMath1443.60053OpenAlexW2999345071WikidataQ126349745 ScholiaQ126349745MaRDI QIDQ5113866

Michał Kisielewicz

Publication date: 18 June 2020

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

Full work available at URL: https://doi.org/10.1080/07362994.2019.1702884

zbMATH Keywords

set-valued mappingsset-valued stochastic integralsweak compactness in distribution of sets of stochastic processesweak convergence in distribution of sequences of stochastic processes

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Set-valued operators (47H04) Stochastic integrals (60H05)

Cites Work

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• Integrably bounded set-valued stochastic integrals
• G-stable convergence of semimartingales
• Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
• Integrals, conditional expectations, and martingales of multivalued functions
• Stochastic differential inclusions and applications.
• Properties of generalized set-valued stochastic integrals
• Approximation theorems for set-valued stochastic integrals
• On Set-Valued Stochastic Integrals

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