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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
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Sufficient conditions for the existence of solutions to stochastic inclusions $x_t - x_s ∈ ∫^t_s F_τ(x_τ)dτ + ∫^t_s G_τ(x_τ)dw_τ + ∫^t_s∫_{IRⁿ} H_{τ,z}(x_τ)ν̃ (dτ,dz)$ beloning to a given set K of n-dimensional cádlág processes are given.
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Strong and weak solutions to stochastic inclusions

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Existence of strong and weak solutions to stochastic inclusions $x_{t} - x_{s} ∈ ∫^{t}_{s} F_{τ}(x_{τ})dτ + ∫^{t}_{s} G_{τ}(x_{τ})dw_{τ} + ∫^{t}_{s} ∫_{ℝ^{n}} H_{τ,z}(x_{τ})q(dτ,dz)$ and $x_{t} - x_{s} ∈ ∫^{t}_{s} F_{τ}(x_{τ})dτ + ∫^{t}_{s}G_{τ}(x_{τ})dw_{τ} + ∫^{t}_{s}∫_{|z|≤1} H_{τ,z}(x_{τ})q(dτ,dz) + ∫^{t}_{s}∫_{|z|>1} H_{τ,z}(x_{τ})p(dτ,dz)$, where p and q are certain random measures, is considered.
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Continuous selection theorems

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Continuous approximation selection theorems are given. Hence, in some special cases continuous versions of Fillipov's selection theorem follow.
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Some sufficient conditions for controllability of nonlinear systems described by differential equation ẋ = f(t,x(t),u(t)) are given.
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The paper is devoted to properties of generalized set-valued stochastic integrals defined in [10]. These integrals generalize set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4]. Up to now we were not able to construct any example of set-valued stochastic processes, different on a singleton, having integrably bounded set-valued integrals defined in [4]. It was shown by M. Michta (see [11]) that in the general case set-valued stochastic integrals defined by E.J. Jung and J.H. Kim, are not integrably bounded. Generalized set-valued stochastic integrals, considered in the paper, are in some non-trivial cases square integrably bounded and can be applied in the theory of stochastic differential equations with set-valued solutions.
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Boundedness of set-valued stochastic integrals

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The paper deals with integrably boundedness of Itô set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4], where has not been proved that this integral is integrably bounded. The problem of integrably boundedness of the above set-valued stochastic integrals has been considered in the paper [7] and the monograph [8], but the problem has not been solved there. The first positive results dealing with this problem due to M. Michta, who showed (see [11]) that there are bounded set-valued 𝔽-nonanticipative mappings having unbounded Itô set-valued stochastic integrals defined by E.J. Jung and J.H. Kim. The present paper contains some new conditions implying unboundedness of the above type set-valued stochastic integrals.
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Tightness of Continuous Stochastic Processes

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Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.
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Some special selections theorems for stochastic set-valued integrals with respect to the Lebesgue measure are given.
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The paper contains new properties of set-valued stochastic integrals defined as multifunctions with subtrajectory integrals equal to closed decomposable hulls of functional set-valued integrals defined in the author paper [8]. In particular, it is proved that such defined integrals for set-valued predictable square integrably bounded processes having finite Castaing representations are square integrably bounded. Up to now this property has not been proved. Unfortunately, in the general case the above boundedness problem is still open.
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Some sufficient conditions for the existence of solutions to boundary value problem for differential inclusions are given.
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The definition and some existence theorems for stochastic differential inclusion dZₜ ∈ F(Zₜ)dXₜ, where F and X are set valued stochastic processes, are given.
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