Weak compactness of weak solutions sets to stochastic differential inclusions. Issue 3 (3rd May 2020) - Kisielewicz, Michał
Abstract: The main result of the paper deals with weak compactness in distribution of weak solutions sets to stochastic differential inclusions defined by set-valued stochastic integrals presented in the paper [Kisielewicz, M., Michta, M. (2017 ). Integrably bounded set-valued stochastic integrals. J. Math. Anal. Appl. 449(2):1892–1910]. Up to now only stochastic functional inclusions (see [Kisielewicz, M. (2013 ). Stochastic Differential and Inclusions Applications . New York: Springer]) have been investigated. The introductory parts of the paper deal with some properties of set-valued stochastic integrals and selected notions dealing with weak convergence in distribution of sequences of continuous stochastic processes.