Stochastic differential inclusions and diffusion processes (Q996888): Difference between revisions

The connexion between weak solutions of stochastic differential inclusions and solutions of partial differential inclusions are explored. The results are facilitated by the use of an appropriate continuous approximation selection theorem.

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zbMATH Keywords

stochastic differential inclusions

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diffusion processes

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partial differential inclusions

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reviewed by

Andrew I. Dale

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jmaa.2007.01.027

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cites work

Nonlinear stochastic differential inclusions on balance space

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The viability theorem for stochastic differential inclusions<sup>2</sup>

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A stochastic filippov theorem

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Q4189915

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Q3959169

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Q4210678

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Set-valued stochastic intergrals and stochastic inclutions<sup>1</sup>

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Q3997056

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Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides

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Optimal solutions to stochastic differential inclusions

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Stochastic Functional Inclusion Driven by Semimartingale

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Q4221849

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Viable solutions of set-valued stochastic equation

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Stochastic differential equations. An introduction with applications.

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Diffusion processes with continuous coefficients, I

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Identifiers

zbMATH Open document ID

1123.60059

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Mathematics Subject Classification ID

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10.1016/J.JMAA.2007.01.027

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Sitelinks

Mathematics(1 entry)

mardi Publication:996888

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@@ Property / reviewed by: Andrew I. Dale / rank @@
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+W2032619380
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@@ Property / cites work @@
+Nonlinear stochastic differential inclusions on balance space
+Normal rank
@@ Property / cites work @@
+The viability theorem for stochastic differential inclusions<sup>2</sup>
+Normal rank
@@ Property / cites work @@
+A stochastic filippov theorem
@@ Property / cites work: A stochastic filippov theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Q4189915
@@ Property / cites work: Q4189915 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4210678
@@ Property / cites work: Q4210678 / rank @@
+Normal rank
@@ Property / cites work @@
+Set-valued stochastic intergrals and stochastic inclutions<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+Q3997056
@@ Property / cites work: Q3997056 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides
+Normal rank
@@ Property / cites work @@
+Optimal solutions to stochastic differential inclusions
+Normal rank
@@ Property / cites work @@
+Stochastic Functional Inclusion Driven by Semimartingale
+Normal rank
@@ Property / cites work @@
+Q4221849
@@ Property / cites work: Q4221849 / rank @@
+Normal rank
@@ Property / cites work @@
+Viable solutions of set-valued stochastic equation
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Diffusion processes with continuous coefficients, I
+Normal rank
@@ Property / DOI @@
+.1016/J.JMAA.2007.01.027
@@ Property / DOI: 10.1016/J.JMAA.2007.01.027 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:996888