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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
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.
Received: 01.03.2016
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
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https://www.mathnet.ru/eng/jcem53 https://www.mathnet.ru/eng/jcem/v3/i1/p48
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Abstract page: | 183 | Full-text PDF : | 74 | References: | 37 |
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