On Existence of Solutions to Stochastic Differential Inclusions with Current Velocities II

DOI10.14529/JCEM160106MaRDI QIDQ2967874zbMATH OpenOpenAlexFDO

Authors Alla Viktorovna Makarova, Yuri E. Gliklikh

Publication date 2 March 2017

Published in Journal of Computational and Engineering Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14529/jcem160106

zbMATH Keywords

current velocitiesmean derivativesstochastic differential inclusions

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• Differential inclusions with mean derivatives
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• scientific article; zbMATH DE number 3427646 (Why is no real title available?)
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• On existence of solutions to stochastic differential equations with current velocities
• On stochastic differential inclusions with current velocities
• Stochastic embedding of dynamical systems

Cited in

(8)

• On stochastic differential inclusions with current velocities
• On solvability of stochastic differential inclusions with current velocities
• scientific article; zbMATH DE number 6346540 (Why is no real title available?)
• On existence of solution in \(\mathbb{R}^n\) of stochastic differential inclusions with current velocities in the presence of approximations with uniformly bounded first partial derivatives
• On existence of optimal solutions for stochastic differential equations and inclusions with current velocities
• Differential inclusions with mean derivatives, having aspherical right-hand sides
• Stochastic inclusions with current velocities having decomposable right-hand sides
• Methods of automatic and optimal control in dynamic measurements

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