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Journal of Computational and Engineering Mathematics, 2018, Volume 5, Issue 2, Pages 34–43
DOI: https://doi.org/10.14529/jcem180203
(Mi jcem117)
 

Computational Mathematics

Stochastic inclusions with current velocities having decomposable right-hand sides

Yu. E. Gliklikha, A. V. Makarovab

a Voronezh State University (Voronezh, Russian Federation)
b Russian Air Force Military Educational and Scientific Center, N.E. Zhukovskiy and Yu.A. Gagarin Air Force Academy (Voronezh, Russian Federation)
References:
Abstract: An existence of solution theorem is obtained for stochastic differential inclusions given in terms of the so-called current velocities (symmetric mean derivatives, a direct analogs of ordinary velocity of deterministic systems) and quadratic mean derivatives (giving information on the diffusion coefficient) on the flat $n$-dimensional torus. Right-hand sides in both the current velocity part and the quadratic part are set-valued, lower semi-continuous but not necessarily have convex images. Instead we suppose that they are decomposable.
Keywords: mean derivatives, current velocities, decomposable set-valued mappings, differential inclusions.
Funding agency Grant number
Russian Foundation for Basic Research 18-01-00048_a
This research is supported in part by RFBR Grant 18-01-00048.
Received: 10.04.2018
Bibliographic databases:
Document Type: Article
UDC: 519.216.2
MSC: 60H30, 60H10
Language: English
Citation: Yu. E. Gliklikh, A. V. Makarova, “Stochastic inclusions with current velocities having decomposable right-hand sides”, J. Comp. Eng. Math., 5:2 (2018), 34–43
Citation in format AMSBIB
\Bibitem{GliMak18}
\by Yu.~E.~Gliklikh, A.~V.~Makarova
\paper Stochastic inclusions with current velocities having decomposable right-hand sides
\jour J. Comp. Eng. Math.
\yr 2018
\vol 5
\issue 2
\pages 34--43
\mathnet{http://mi.mathnet.ru/jcem117}
\crossref{https://doi.org/10.14529/jcem180203}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3817478}
\elib{https://elibrary.ru/item.asp?id=35221213}
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