LAUSR

Abstract The main result of the paper deals with weak compactness in distribution of weak solutions sets to stochastic differential inclusions defined by set-valued stochastic integrals presented in the paper [Kisielewicz, M., Michta, M. (2017). Integrably bounded set-valued stochastic integrals. J. Math. Anal. Appl. 449(2):1892–1910]. Up to now only stochastic functional inclusions (see [Kisielewicz, M. (2013). Stochastic Differential and Inclusions Applications. New York: Springer]) have been investigated. The introductory parts of the paper deal with some properties of set-valued stochastic integrals and selected notions dealing with weak convergence in distribution of sequences of continuous stochastic processes.