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Weak solutions of set-valued stochastic differential equations

Authors :
Mariusz Michta
Michał Kisielewicz
Source :
Journal of Mathematical Analysis and Applications. 473:1026-1052
Publication Year :
2019
Publisher :
Elsevier BV, 2019.

Abstract

The paper is devoted to the existence of weak solutions of set-valued stochastic differential equations. Such equations were considered in the authors paper [22] , where existence and uniqueness of strong solutions have been investigated. Now, apart from the existence of weak solutions, the weak compactness in distribution of the set of all weak solutions of set-valued stochastic differential equations, is considered.

Details

ISSN :
0022247X
Volume :
473
Database :
OpenAIRE
Journal :
Journal of Mathematical Analysis and Applications
Accession number :
edsair.doi...........815231521ed31384524cd06a6b702d58