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

On solutions to stochastic differential inclusions

Mariusz Michta 1,

1. 

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

Received  September 2002 Revised  March 2003 Published  April 2003

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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