Weak Solutions of Stochastic Differential Inclusions and Their Compactness
نویسندگان
چکیده
In this paper, we consider weak solutions to stochastic inclusions driven by a semimartingale and a martingale problem formulated for such inclusions. Using this we analyze compactness of the set of solutions. The paper extends some earlier results known for stochastic differential inclusions driven by a diffusion process.
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تاریخ انتشار 2009