WEAK COMPACTNESS OF WEAK SOLUTIONS TO BACKWARD STOCHASTIC DIFFERENTIAL INCLUSIONS

TitleWEAK COMPACTNESS OF WEAK SOLUTIONS TO BACKWARD STOCHASTIC DIFFERENTIAL INCLUSIONS
Publication TypeJournal Article
Year of Publication2008
AuthorsKISIELEWICZ MICHAL
JournalDynamic Systems and Applications
Volume17
Start Page351
Pagination20
Date Published2008
ISSN1056-2176
AMS Subject Classification39A10
Abstract

Weak compactness with respect to weak converegence in the Meyer-Zheng topology of sets of all weak solutions to backward stochastic differential inclusions is considered. Some existence theorems for backward stochastic differential inclusions are also given.

PDFhttps://acadsol.eu/dsa/articles/17/DSA-2007-351-370.pdf
Refereed DesignationRefereed