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

Michał Kisielewicz

DOI: http://dx.doi.org/10.12775/TMNA.2001.028

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.

Keywords


Stochastic differential inclusions; stochastic processes; probability measure; distribution

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