Results 211 to 220 of about 1,298 (230)

Connection of the solution of a stochastic differential inclusion with the solution of an ordinary differential equation

Journal of Soviet Mathematics, 1993
Consider the stochastic differential inclusion \[ (1)\quad du(t)+A(t,u(t))dt+C(u(t))dt+B(t,u(t))dw(t)\ni 0,\quad u(0)=u_ 0, \] where A,B: [0,T]\(\times R\to R\), and C is a maximal monotone set-valued map from R into R. Under some regularity conditions, the author associates with this inclusion the family of ordinary differential equations \[ (2)\quad ...
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Optimal control for n-person differential stochastic inclusions

Stochastic Analysis and Applications, 1999
The existence of an open loop equilibrium for a general class of nonlinear stochastic inclusions is established .
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Quantum stochastic differential inclusions of hypermaximal monotone type

International Journal of Theoretical Physics, 1995
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A discussion on approximate controllability of Sobolev‐type Hilfer neutral fractional stochastic differential inclusions

Asian Journal of Control, 2022
Kottakkaran Sooppy Nisar, V Vijayakumar, Udhayakumar Ramalingam   +2 more
exaly  

Stochastic approximation and differential inclusions II: Applications. [PDF]

Mathematics of Operations Research, 2005
Michel Benaim, Josef Hofbauer, Sylvain Sorin   +2 more
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On stochastic differential inclusions with unbounded right sides

2009
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift with a Borel measurable right side. Using a new method of explicit solutions, the necessary and sufficient conditions for the existence of weak solutions of the inclusions with locally unbounded right sides are given.
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Uniqueness in law of solutions of stochastic differential inclusions

2009
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift with Borel measurable mapping at the right side. We give the conditions for uniqueness in law and existence of unique in law weak solutions of the inclusions with locally unbounded right sides.
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Controllability for neutral stochastic functional differential inclusions with infinite delay in abstract space

Journal of Mathematical Analysis and Applications, 2006
P Balasubramaniam, S K Ntouyas
exaly  

Stochastic Differential Inclusions and Applications

2013
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Approximate controllability of fractional stochastic differential inclusions with nonlocal conditions

Applicable Analysis, 2016
R Sakthivel, Amar Debbouche, N I Mahmudov   +2 more
exaly