Stochastic representation of partial differential inclusions

DOI10.1016/J.JMAA.2008.12.022zbMath1178.60049OpenAlexW1999697040MaRDI QIDQ1018144

Michał Kisielewicz

Publication date: 13 May 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2008.12.022

zbMATH Keywords

optimal controlstochastic differential inclusionsPartial differential inclusions

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (6)

Set-valued stochastic integral equations driven by martingales ⋮ Remarks on unboundedness of set-valued Itô stochastic integrals ⋮ Some properties of set-valued stochastic integrals ⋮ On a new set-valued stochastic integral with respect to semimartingales and its applications ⋮ The interrelation between stochastic differential inclusions and set-valued stochastic differential equations ⋮ Unnamed Item

Cites Work

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• Stochastic differential inclusions and diffusion processes
• Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides
• A class of retracts in L^p with some applications to differential inclusion
• Abstract differential inclusions with some applications to partial differential ones
• Diffusion processes with continuous coefficients, I
• Stochastic differential equations. An introduction with applications.
• Stability of principal eigenvalue of the Schrödinger type problem for differential inclusions

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