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Journal of Computational and Engineering Mathematics, 2015, Volume 2, Issue 3, Pages 25–33
DOI: https://doi.org/10.14529/jcem150303
(Mi jcem18)
 

This article is cited in 3 scientific papers (total in 3 papers)

On stochastic differential inclusions with current velocities

Yu. E. Gliklikh, A. V. Makarova

Voronezh State University, Voronezh, Russian Federation
Full-text PDF (423 kB) Citations (3)
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Abstract: Existence of solution theorems are 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 but satisfy the conditions, under which they have smooth selectors. Then we can reduce the inclusion to an equation with current velocities for which existence of solutions is known in the case of smooth right-hand side.
Keywords: mean derivatives, current velocities, differential inclusions.
Funding agency Grant number
Russian Foundation for Basic Research 15-01-00620
The research is supported in part by RFBR Grant No. 15-01-00620.
Received: 20.08.2015
Bibliographic databases:
Document Type: Article
UDC: 519.216.2
MSC: 60H30, 60H10
Language: English
Citation: Yu. E. Gliklikh, A. V. Makarova, “On stochastic differential inclusions with current velocities”, J. Comp. Eng. Math., 2:3 (2015), 25–33
Citation in format AMSBIB
\Bibitem{GliMak15}
\by Yu.~E.~Gliklikh, A.~V.~Makarova
\paper On stochastic differential inclusions with current velocities
\jour J. Comp. Eng. Math.
\yr 2015
\vol 2
\issue 3
\pages 25--33
\mathnet{http://mi.mathnet.ru/jcem18}
\crossref{https://doi.org/10.14529/jcem150303}
\elib{https://elibrary.ru/item.asp?id=24505449}
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    Journal of Computational and Engineering Mathematics
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