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

Authors

  • Michał Kisielewicz

Keywords

Stochastic differential inclusions, stochastic processes, probability measure, distribution

Abstract

Necessary and sufficient conditions for the existence of weak solutions to stochastic differential inclusions with convex right-hand sides are given. The main results of the paper deal with the weak compactness with respect to the convergence in distribution of solution sets to such inclusions.

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Published

2001-09-01

How to Cite

1.
KISIELEWICZ, Michał. Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides. Topological Methods in Nonlinear Analysis [online]. 1 September 2001, T. 18, nr 1, s. 149–169. [accessed 27.3.2023].

Issue

Vol 18, No 1 (September 2001)

Section

Articles

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