Brownian motion and exposed solutions of differential inclusions (Q2393614)
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English | Brownian motion and exposed solutions of differential inclusions |
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Brownian motion and exposed solutions of differential inclusions (English)
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8 August 2013
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The authors study solutions to differential inclusions with a (compact convex)-valued right-hand side in a finite-dimensional space by involving a new stochastic approach based on the properties of the Brownian paths. In the paper two main results are presented. The first one is the existence theorem for an exposed solution in the two-dimensional case under a Hölder hypothesis on the right-hand side, while the other is obtained in some particular case and is based on the construction of a ``canonical'' probability measure supported on the solution set of the convexified inclusion such that almost each solution (with respect to this measure) is exposed.
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differential inclusion
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exposed solution
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Brownian motion
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probability measure
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