Kisielewicz, Michał Stochastic differential inclusions. (English) Zbl 0979.93109 Discuss. Math., Differ. Incl. 19, No. 1-2, 123-129 (1999). The author defines a new notion of solution for stochastic differential inclusions of the form \[ dZ_t\in F(Z_t) dX_t, \] where \(F\) and \(X\) are given stochastic processes.When \(F\) is convex valued, bounded and Lipschitz continuous and when \(X\) is an \(H^\infty\)-bounded convex set valued semimartingale, then the above stochastic differential inclusion admits at least one solution. Reviewer: Marc Quincampoix (Brest) MSC: 93E03 Stochastic systems in control theory (general) 34A60 Ordinary differential inclusions Keywords:solution; stochastic differential inclusions; stochastic processes; convex set valued semimartingale PDFBibTeX XMLCite \textit{M. Kisielewicz}, Discuss. Math., Differ. Incl. 19, No. 1--2, 123--129 (1999; Zbl 0979.93109)