On solutions to stochastic differential inclusions

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2003, 2003(Special): 618-622. doi: 10.3934/proc.2003.2003.618

On solutions to stochastic differential inclusions

1.	Institute of Mathematics, University of Zielona Góra, Podgórna 50, 65-246 Zielona Góra, Poland

Received September 2002 Revised March 2003 Published April 2003

Abstract
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In the paper a martingale problem approach is used to analyze the problem of existence and topological properties of optimal weak solutions to stochastic differential inclusions of Ito type with convex integrands.

Keywords: weak solutions, stochastic differential inclusions, martingale problem, weak convergence of probability measures..

Mathematics Subject Classification: Primary: 93E03, 93C30; Secondary: 60H1.

Citation: Mariusz Michta. On solutions to stochastic differential inclusions. Conference Publications, 2003, 2003 (Special) : 618-622. doi: 10.3934/proc.2003.2003.618

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