Stochastic representation of partial differential inclusions
Partial differential inclusions of the form \(u_t^\prime \in \mathbb L _{FG}u+cu\) and \(\psi \in \mathbb L_{FG}u+cu\), where \(\mathbb L_{FG}\) is a uniformly parabolic second order set-valued operator, are considered. In particular, based on diffusions properties of weak solutions to stochastic differential inclusions, some existence and representation theorems for solutions of such type partial differential inclusions are given. Partial differential inclusions are investigated together with some initial and boundary conditions. The presented approach leads to natural methods of solving some optimal control problems for systems described by partial differential equations depending on control parameters.
- A class of retracts in L^p with some applications to differential inclusion
- Abstract differential inclusions with some applications to partial differential ones
- Diffusion processes with continuous coefficients, I
- scientific article; zbMATH DE number 3128000 (Why is no real title available?)
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 46933 (Why is no real title available?)
- scientific article; zbMATH DE number 3505981 (Why is no real title available?)
- scientific article; zbMATH DE number 3547015 (Why is no real title available?)
- Stability of principal eigenvalue of the Schrödinger type problem for differential inclusions
- Stochastic differential equations. An introduction with applications.
- Stochastic differential inclusions and diffusion processes
- Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides
- Parabolic regularization of differential inclusions and the stop operator
- On a new set-valued stochastic integral with respect to semimartingales and its applications
- The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
- Inclusions for generators of evolution families and stochastic flows
- scientific article; zbMATH DE number 6692885 (Why is no real title available?)
- Discretizations of linear elliptic partial differential inclusions
- scientific article; zbMATH DE number 5710419 (Why is no real title available?)
- Some optimal control problems for partial differential inclusions
- Stochastic differential inclusions in terms of infinitesimal generators and mean derivatives
- scientific article; zbMATH DE number 1202471 (Why is no real title available?)
- Set-valued stochastic integral equations driven by martingales
- scientific article; zbMATH DE number 1485100 (Why is no real title available?)
- scientific article; zbMATH DE number 1490949 (Why is no real title available?)
- scientific article; zbMATH DE number 1380385 (Why is no real title available?)
- Remarks on unboundedness of set-valued Itô stochastic integrals
- scientific article; zbMATH DE number 5680008 (Why is no real title available?)
- Stochastic Approximations and Differential Inclusions
- Some properties of set-valued stochastic integrals
This page was built for publication: Stochastic representation of partial differential inclusions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1018144)
