Those in the running are considered to be Newt Gingrich, Chris Christie. and Mike Pence.
Trump has also suggested that there might be a fourth person.
Also see: Gingrich Spotted in Indiana; Sessions Headed to Indiana
From the man himself:
I will be making the announcement of my Vice Presidential pick on Friday at 11am in Manhattan. Details to follow.— Donald J. Trump (@realDonaldTrump) July 14, 2016