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Weak Compactness of Solution Sets to Stochastic Differential Inclusions with Non-Convex Right-Hand Sides 

Author: Michalstrok Kisielewicz a
Affiliation:   a University of Zielona Goacutera, Zielona Goacutera, Poland
DOI: 10.1080/SAP-200044414
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 23, Issue 5 September 2005 , pages 871 - 901
Formats available: HTML (English) : PDF (English)
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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
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