Weak Compactness of Solution Sets to Stochastic Differential Inclusions with Non-Convex Right-Hand Sides
Author:
Micha
Kisielewicz a
Kisielewicz a
| Affiliation: | a University of Zielona G ra, Zielona G ra, Poland |
DOI:
10.1080/SAP-200044414
Publication Frequency:
6 issues per year
Published in:
Stochastic Analysis and Applications,
Volume
23,
Issue
5
September
2005
, pages 871
- 901
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Abstract
Necessary and sufficient conditions for the existence of weak solutions to stochastic differential inclusions with non-convex right-hand sides are given. The main results of the paper deal with the weak compactness of solution sets with respect to the convergence in distribution. The paper is related to author's paper [6], where the convex valued case is considered.
|
| Keywords: Separable probability space; Stochastic differential inclusions; Stochastic processes |
| Mathematics Subject Classification: 93E03; 93C30 |
| view references (7) |

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