Geodesic
Optimal solutions to stochastic differential inclusions
Mariusz Michta1
1 Institute of Mathematics University of Zielona Góra Podgórna 50 65-246 Zielona Góra, Poland
Applicationes Mathematicae, Tome 29 (2002) no. 4, pp. 387-398 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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A martingale problem approach is used first to analyze compactness and continuous dependence of the solution set to stochastic differential inclusions of Ito type with convex integrands on the initial distributions. Next the problem of existence of optimal weak solutions to such inclusions and their dependence on the initial distributions is investigated.
DOI : 10.4064/am29-4-2
Keywords: martingale problem approach first analyze compactness continuous dependence solution set stochastic differential inclusions ito type convex integrands initial distributions problem existence optimal weak solutions inclusions their dependence initial distributions investigated

Mariusz Michta 1

1 Institute of Mathematics University of Zielona Góra Podgórna 50 65-246 Zielona Góra, Poland 
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Mariusz Michta. Optimal solutions
 to stochastic differential inclusions. Applicationes Mathematicae, Tome 29 (2002) no. 4, pp. 387-398. doi: 10.4064/am29-4-2

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