Results 201 to 210 of about 16,029 (238)

Stabilization for Stochastic Nonlinear Differential Inclusion Systems with Time Delay

Circuits, Systems, and Signal Processing, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jinjin Liu, Liu Jinjin
exaly   +3 more sources

On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales

Journal of Differential Equations, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mariusz Michta
exaly   +3 more sources

Stochastic differential inclusions of Langevin type on Riemannian manifolds

Discussiones Mathematicae. Differential Inclusions, Control and Optimization, 2001
A 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, 1991
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

On the stability of solutions of stochastic differential inclusions

Ukrainian Mathematical Journal, 1995
The author obtains sufficient conditions for the stability in probability of the trivial solution to the stochastic differential inclusion \[ du+A(t,u(t))dt+ C(u(t))dt+B(t,u(t))dw(t)\ni 0, \] where \(w(t)\) is a Wiener process in \(R^{d}\), \(A(t,u)\in R^{d}\), \(B(t,u)\in {\mathcal L}(R^{d})\), \({\mathcal L}(R^{d})\) is a space of linear operators in
exaly   +2 more sources

Stochastic Approximations with Constant Step Size and Differential Inclusions

SIAM Journal on Control and Optimization, 2013
We 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   +1 more source

Stochastic Differential Inclusions

2013
A 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

Existence results on impulsive stochastic semilinear differential inclusions

International Journal of Dynamical Systems and Differential Equations, 2021
Summary: 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, Hammami, Mohamed Ali, Blouhi, Tayeb   +2 more
openaire   +1 more source

Lipschitzian quantum stochastic differential inclusions

International Journal of Theoretical Physics, 1992
The 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

Approximate controllability for impulsive stochastic delayed differential inclusions

Rendiconti del Circolo Matematico di Palermo Series 2, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shobha Yadav, Surendra Kumar
openaire   +1 more source