| Abstract: |
| In the talk, we present a stochastic version of Filippov's Theorem and its
application to the qualitative analysis of stochastic differntial inclusions
with respect to semimartingale integrators. Based on this result, in
particular, we establish the Lipschitz dependence of the solution set of the
considered inclusion on initial sets, and continuous dependence on the
multivalued operators and the integrators involved. We also provide
analogous continuity properties for the attainable sets generated by the
solutions of the given inclusion. |
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