Special Session 35: 

STOCHASTIC DIFFERENTIAL INCLUSIONS AND SET-VALUED STOCHASIC DIFFERENTIAL EQUATIONS

Mariusz Michta
University of Zielona Gora, Poland
Poland
Co-Author(s):    
Abstract:
In the talk we present main properties of strong solutions to stochastic inclusions and set-valued stochastic differential equations. In particular we show that every solution to stochastic inclusion is a continuous selection of a multivalued solution to associated set-valued stochastic equation and that attainable sets generated by solutions to inclusions are contained in values of multivalued solutions to set-valued stochastic equations.