On existence of solution in R^n of stochastic differential inclusions with current velocities in the presence of approximations with uniformly bounded first partial derivatives

DOI10.14498/VSGTU1532MaRDI QIDQ4553695zbMATH OpenOpenAlexFDO

Authors Alla Viktorovna Makarova, Anzhelika Anatol'Evna Demchuk, S. S. Novikova

Publication date 31 October 2018

Published in Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://mathnet.ru/eng/vsgtu1532

zbMATH Keywords

current velocitiesdifferential inclusionsmean derivatives

Mathematics Subject Classification ID

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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Cited in

(10)

• On existence of solutions to stochastic differential equations with current velocities
• Differential equations and inclusions with forward mean derivatives in \(\mathbb{R}^n\)
• On existence of solutions to stochastic differential equations with osmotic velocities
• On Existence of Solutions to Stochastic Differential Inclusions with Current Velocities II
• scientific article; zbMATH DE number 410554 (Why is no real title available?)
• scientific article; zbMATH DE number 6346540 (Why is no real title available?)
• Mean derivatives of stochastic processes and their applications
• Differential inclusions with mean derivatives
• Stochastic inclusions with forward mean derivatives having decomposable right-hand sides
• Optimal solutions for inclusions of geometric Brownian motion type with mean derivatives

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