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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)
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.
Received: 10.04.2018
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
Linking options:
https://www.mathnet.ru/eng/jcem117 https://www.mathnet.ru/eng/jcem/v5/i2/p34
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Abstract page: | 170 | Full-text PDF : | 70 | References: | 35 |
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