RUS  ENG
Full version
JOURNALS // Journal of Computational and Engineering Mathematics // Archive

J. Comp. Eng. Math., 2018 Volume 5, Issue 2, Pages 34–43 (Mi jcem117)

Computational Mathematics

Stochastic inclusions with current velocities having decomposable right-hand sides

Yu. E. Gliklikha, A. V. Makarovab

a Voronezh State University (Voronezh, Russian Federation)
b Russian Air Force Military Educational and Scientific Center, N.E. Zhukovskiy and Yu.A. Gagarin Air Force Academy (Voronezh, Russian Federation)

Abstract: An existence of solution theorem is obtained for stochastic differential inclusions given in terms of the so-called current velocities (symmetric mean derivatives, a direct analogs of ordinary velocity of deterministic systems) and quadratic mean derivatives (giving information on the diffusion coefficient) on the flat $n$-dimensional torus. Right-hand sides in both the current velocity part and the quadratic part are set-valued, lower semi-continuous but not necessarily have convex images. Instead we suppose that they are decomposable.

Keywords: mean derivatives, current velocities, decomposable set-valued mappings, differential inclusions.

UDC: 519.216.2

MSC: 60H30, 60H10

Received: 10.04.2018

Language: English

DOI: 10.14529/jcem180203



Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024