Results 171 to 180 of about 3,659,418 (206)
Some of the next articles are maybe not open access.
On Solvability of Stochastic Differential Inclusions With Current Velocities
Applicable Analysis, 2012An existence of solution theorem is obtained for stochastic differential inclusions given in terms of the so-called current velocities (direct analogues of ordinary velocity of deterministic systems) and quadratic mean derivatives (giving information on the diffusion coefficient) on the flat n-dimensional torus.
Yuri E. Gliklikh, Alla V. Makarova
exaly +2 more sources
Stochastic Differential Inclusions and Applications
Springer Optimization and Its Applications, 2013Michał Kisielewicz
exaly +2 more sources
Stochastic differential inclusions with Hilfer fractional derivative
Annals of the University of Craiova, Mathematics and Computer Science Series, 2022In this paper, we study the existence of mild solutions of Hilfer fractional stochastic differential inclusions driven by sub fractional Brownian motion in the cases when the multivalued map is convex and non convex. The results are obtained by using fixed point theorem. Finally an example is given to illustrate the obtained results.
Meryem Chaouche, Toufik Guendouzi
openaire +1 more source
Stochastic differential inclusions of Langevin type on Riemannian manifolds
Discussiones Mathematicae. Differential Inclusions, Control and Optimization, 2001A set-valued analogue of the classical Langevin equation on a Riemannian manifold is introduced and several existence theorems of inclusions of Langevin type are proved. Let \(v:I\to T_{m_0}M\) be a continuous curve, \({ \mathcal S}v\) the unique \(C^1\)-curve \(\gamma: I\to M\) such that \(\gamma(0) =m_0\) and \(\dot\gamma (t)\) is parallel to the ...
Gliklikh, Yuri E., Obukhovskij, V.
openaire +1 more source
On the problem of stochastic differential inclusions
Journal of Soviet Mathematics, 1991zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Stochastic Approximations with Constant Step Size and Differential Inclusions
SIAM Journal on Control and Optimization, 2013We consider stochastic approximation processes with constant step size whose associated deterministic system is an upper semicontinuous differential inclusion. We prove that over any finite time span, the sample paths of the stochastic process are closely approximated by a solution of the differential inclusion with high probability.
Gregory Roth, William H. Sandholm
openaire +2 more sources
Stochastic Differential Inclusions
2013A stochastic differential inclusion is formulated in terms of stochastic differentials of continuous semimartingales. In particular, concepts of strong and weak solutions of the inclusion \[ dx_t\in F(t,x_t)dt+G(t,x_t)dw_t \] are introduced. Here \(F,G:[0,1]\times R^n\to \text{Comp} (R^n)\) are Borel measurable set-valued mappings.
openaire +3 more sources
Stabilization for Stochastic Nonlinear Differential Inclusion Systems with Time Delay
Circuits, Systems, and Signal Processing, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zongcai Jiang +2 more
openaire +3 more sources
Lipschitzian quantum stochastic differential inclusions
International Journal of Theoretical Physics, 1992The author studies quantum stochastic differential inclusions. An existence theorem with a very long proof for the solution of Lipschitzian quantum stochastic differential inclusions is the main result. Relationships between these solutions and those of the convexifications of the inclusions are also studied.
openaire +1 more source
Existence results on impulsive stochastic semilinear differential inclusions
International Journal of Dynamical Systems and Differential Equations, 2021Summary: In this paper, we present some existence results of mild solutions and study the topological structure of solution sets for the following first-order impulsive stochastic semilinear differential inclusions driven by Poisson jumps with periodic boundary conditions. We consider the cases in which the right hand side can be either convex.
Meghnafi, Mustapha +2 more
openaire +1 more source