Stochastic representation of partial differential inclusions

DOI10.1016/J.JMAA.2008.12.022MaRDI QIDQ1018144zbMATH OpenOpenAlexFDO

Authors Michał Kisielewicz

Publication date 13 May 2009

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2008.12.022

zbMATH Keywords

optimal controlstochastic differential inclusionsPartial differential inclusions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Ordinary differential inclusions (34A60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cites work

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• Stochastic differential inclusions and diffusion processes
• Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides

Cited in

(18)

• scientific article; zbMATH DE number 5680008 (Why is no real title available?)
• Stochastic Approximations and Differential Inclusions
• scientific article; zbMATH DE number 5710419 (Why is no real title available?)
• The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
• scientific article; zbMATH DE number 1490949 (Why is no real title available?)
• scientific article; zbMATH DE number 1202471 (Why is no real title available?)
• Some properties of set-valued stochastic integrals
• Inclusions for generators of evolution families and stochastic flows
• Parabolic regularization of differential inclusions and the stop operator
• scientific article; zbMATH DE number 1380385 (Why is no real title available?)
• scientific article; zbMATH DE number 1485100 (Why is no real title available?)
• scientific article; zbMATH DE number 6692885 (Why is no real title available?)
• Some optimal control problems for partial differential inclusions
• Discretizations of linear elliptic partial differential inclusions
• Stochastic differential inclusions in terms of infinitesimal generators and mean derivatives
• Set-valued stochastic integral equations driven by martingales
• On a new set-valued stochastic integral with respect to semimartingales and its applications
• Remarks on unboundedness of set-valued Itô stochastic integrals

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