On existence of optimal solutions for stochastic differential equations and inclusions with current velocities

DOI10.1080/00036811.2016.1253066MaRDI QIDQ4597854zbMATH OpenOpenAlexWikidataFDO

Authors Alla Viktorovna Makarova, Olga O. Zheltikova, Yuri E. Gliklikh

Publication date 14 December 2017

Published in Applicable Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00036811.2016.1253066

zbMATH Keywords

current velocitiesmean derivativesoptimal solutionstochastic differential inclusions

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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