Weak Compactness of Solution Sets to Stochastic Differential Inclusions with Non-Convex Right-Hand Sides
Michał Kisielewicz · Stochastic Analysis and Applications · 2005
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 Kisielewicz , M. 2001 . Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides . Topol. Math. Nonlinear Anal. 18 : 149 – 169 . [CSA] [Google Scholar]], where the convex valued case is considered.