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Journal of Computational and Engineering Mathematics, 2016, Volume 3, Issue 1, Pages 48–60
DOI: https://doi.org/10.14529/jcem160106
(Mi jcem53)
 

This article is cited in 5 scientific papers (total in 5 papers)

Computational Mathematics

On existence of solutions to stochastic differential inclusions with current velocities II

Yu. E. Gliklikh, A. V. Makarova

Voronezh State University, Voronezh, Russian Federation
Full-text PDF (173 kB) Citations (5)
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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 some natural conditions, under which they have $\varepsilon$-approximations that point-wise converge to Borel measurable selections of the corresponding set-valued mappings.
Keywords: mean derivatives, current velocities, differential inclusions.
Funding agency Grant number
Russian Science Foundation 14-21-00066
The research is supported in part by RSF grant No. 14-21-00066 carried out in Voronezh State University.
Received: 01.03.2016
Bibliographic databases:
Document Type: Article
UDC: 519.216.2
MSC: 60H30 60H10
Language: English
Citation: Yu. E. Gliklikh, A. V. Makarova, “On existence of solutions to stochastic differential inclusions with current velocities II”, J. Comp. Eng. Math., 3:1 (2016), 48–60
Citation in format AMSBIB
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\by Yu.~E.~Gliklikh, A.~V.~Makarova
\paper On existence of solutions to stochastic differential inclusions with current velocities II
\jour J. Comp. Eng. Math.
\yr 2016
\vol 3
\issue 1
\pages 48--60
\mathnet{http://mi.mathnet.ru/jcem53}
\crossref{https://doi.org/10.14529/jcem160106}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3484592}
\zmath{https://zbmath.org/?q=an:06690893}
\elib{https://elibrary.ru/item.asp?id=25735553}
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    Journal of Computational and Engineering Mathematics
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