Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides
نویسندگان
چکیده
منابع مشابه
Weak Solutions of Stochastic Differential Inclusions and Their Compactness
In this paper, we consider weak solutions to stochastic inclusions driven by a semimartingale and a martingale problem formulated for such inclusions. Using this we analyze compactness of the set of solutions. The paper extends some earlier results known for stochastic differential inclusions driven by a diffusion process.
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ژورنال
عنوان ژورنال: Topological Methods in Nonlinear Analysis
سال: 2001
ISSN: 1230-3429
DOI: 10.12775/tmna.2001.028