# Weak solutions of stochastic differential inclusions and their compactness

Discussiones Mathematicae, Differential Inclusions, Control and Optimization (2009)

- Volume: 29, Issue: 1, page 91-106
- ISSN: 1509-9407

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topMariusz Michta. "Weak solutions of stochastic differential inclusions and their compactness." Discussiones Mathematicae, Differential Inclusions, Control and Optimization 29.1 (2009): 91-106. <http://eudml.org/doc/271187>.

@article{MariuszMichta2009,

abstract = {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.},

author = {Mariusz Michta},

journal = {Discussiones Mathematicae, Differential Inclusions, Control and Optimization},

keywords = {semimartingale; stochastic differential inclusions; weak solutions; martingale problem; weak convergence of probability measures},

language = {eng},

number = {1},

pages = {91-106},

title = {Weak solutions of stochastic differential inclusions and their compactness},

url = {http://eudml.org/doc/271187},

volume = {29},

year = {2009},

}

TY - JOUR

AU - Mariusz Michta

TI - Weak solutions of stochastic differential inclusions and their compactness

JO - Discussiones Mathematicae, Differential Inclusions, Control and Optimization

PY - 2009

VL - 29

IS - 1

SP - 91

EP - 106

AB - 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.

LA - eng

KW - semimartingale; stochastic differential inclusions; weak solutions; martingale problem; weak convergence of probability measures

UR - http://eudml.org/doc/271187

ER -

## References

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