A stochastic filippov theorem
From MaRDI portal
Publication:4309974
DOI10.1080/07362999408809361zbMath0810.60059OpenAlexW1998303134MaRDI QIDQ4309974
Hélène Frankowska, Giuseppe Da Prato
Publication date: 28 November 1994
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999408809361
Related Items (25)
Steady states of Fokker-Planck equations. I: Existence ⋮ On the Relationship Between Solutions of Stochastic and Random Differential Inclusions ⋮ Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic ⋮ Existence of Weak Solutions to Stochastic Evolution Inclusions ⋮ A necessary extremality condition for a set-valued stochastic control problem ⋮ Strong solution of Itô type set-valued stochastic differential equation ⋮ Stochastic energy balance climate models with Legendre weighted diffusion and an additive cylindrical Wiener process forcing ⋮ Existence of solutions of stochastic differential inclusions with standard and fractional Brownian motions ⋮ Optimal control of a setvalued stochastic dynamic system ⋮ Stochastic nagumo's viability theorem ⋮ First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems ⋮ Set-valued stochastic integral equations driven by martingales ⋮ Stochastic morphological evolution equations ⋮ Dynamic decentralization of harvesting constraints in the management of tychastic evolution of renewable resources ⋮ Stability analysis for stochastic hybrid systems: a survey ⋮ Strong solutions of stochastic differential inclusions with unbounded right-hand side in a Hilbert space ⋮ The viability theorem for stochastic differential inclusions2 ⋮ Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition ⋮ The interrelation between stochastic differential inclusions and set-valued stochastic differential equations ⋮ Existence of weak solutions to stochastic evolution inclusions ⋮ Global attractors for multivalued random dynamical systems generated by random differential inclusions with multiplicative noise ⋮ Stochastic integral with respect to set-valued square integrable martingales ⋮ Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature ⋮ Stochastic differential inclusions and diffusion processes ⋮ Global attractors for multivalued random dynamical systems
Cites Work
- A priori estimates for operational differential inclusions
- An estimate of Burkholder type for stochastic processes defined by the stochastic integral
- A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
- Classical Solutions of Differential Equations with Multi-Valued Right-Hand Side
This page was built for publication: A stochastic filippov theorem
