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JOURNALS // Journal of Computational and Engineering Mathematics // Archive

J. Comp. Eng. Math., 2016 Volume 3, Issue 1, Pages 48–60 (Mi jcem53)

This article is cited in 5 papers

Computational Mathematics

On existence of solutions to stochastic differential inclusions with current velocities II

Yu. E. Gliklikh, A. V. Makarova

Voronezh State University, Voronezh, Russian Federation

Abstract: Existence of solution theorems are 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 but satisfy some natural conditions, under which they have $\varepsilon$-approximations that point-wise converge to Borel measurable selections of the corresponding set-valued mappings.

Keywords: mean derivatives, current velocities, differential inclusions.

UDC: 519.216.2

MSC: 60H30 60H10

Received: 01.03.2016

Language: English

DOI: 10.14529/jcem160106



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