Article ID Journal Published Year Pages File Type
4622601 Journal of Mathematical Analysis and Applications 2007 16 Pages PDF
Abstract

Connections between weak solutions of stochastic differential inclusions and solutions of partial differential inclusions, generated by given set-valued mappings are considered. The main results are based on some continuous approximation selection theorem and weak compactness of the set of all weak solutions to a given stochastic differential inclusion.

Related Topics
Physical Sciences and Engineering Mathematics Analysis