Differential equations and inclusions with forward mean derivatives in R^n

zbMATH Open1416.60059MaRDI QIDQ2943151FDOQ2943151

Authors: S. V. Azarina, Yuri E. Gliklikh 

Publication date: 11 September 2015

Recommendations

• Stochastic inclusions with forward mean derivatives having decomposable right-hand sides
• Differential inclusions with mean derivatives
• 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 inclusions with mean derivatives
• Stochastic dynamics via equations and inclusions in terms of mean derivatives and infinitesimal generators

zbMATH Keywords

weak solutionsNelson's mean derivatives

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential inclusions (34A60) Ordinary differential equations and systems with randomness (34F05)

Cited In (10)

• Stochastic differential inclusions with mean derivatives on non-compact manifolds
• Stochastic dynamics via equations and inclusions in terms of mean derivatives and infinitesimal generators
• Differential inclusions with mean derivatives
• On global in time existence of solutions to stochastic equations with backward mean derivatives
• Mean derivatives of stochastic processes and their applications
• On differential equations and inclusions with mean derivatives on a compact manifold
• On existence of solutions to stochastic differential equations with current velocities
• Stochastic inclusions with forward mean derivatives having decomposable right-hand sides
• Optimal solutions for inclusions of geometric Brownian motion type with mean derivatives
• On existence of optimal solutions for stochastic differential inclusions with mean derivatives

This page was built for publication: Differential equations and inclusions with forward mean derivatives in \(\mathbb{R}^n\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2943151)