On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales

In the paper we study properties of solutions to stochastic differential inclusions and set-valued stochastic differential equations with respect to semimartingale integrators. We present new connections between their solutions. In particular, we show that attainable sets of solutions to stochastic inclusions are subsets of values of multivalued solutions of certain set-valued stochastic equations. We also show that every solution to stochastic inclusion is a continuous selection of a multivalued solution of an associated set-valued stochastic equation. The results obtained in the paper generalize results dealing with this topic known both in deterministic and stochastic cases.