Results 221 to 230 of about 108,723 (292)
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Asian journal of control, 2021
In this paper, the approximate controllability of Sobolev‐type Hilfer neutral fractional stochastic differential inclusions in Hilbert spaces is considered.
C. Dineshkumar +3 more
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In this paper, the approximate controllability of Sobolev‐type Hilfer neutral fractional stochastic differential inclusions in Hilbert spaces is considered.
C. Dineshkumar +3 more
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Weak compactness of weak solutions sets of forward-backward stochastic differential inclusions
Stochastic Analysis and Applications, 2023The main result of the article deals with weak compactness of weak solutions sets of forward-backward stochastic differential inclusions. The main result is preceded by existence theorem for considered forward-backward stochastic differential inclusions.
M. Kisielewicz
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ON OPTIMAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL INCLUSIONS WITH BACKWARD MEAN DERIVATIVES
Global and Stochastic Analysis, 2023. For a stochastic differential inclusion given in terms of backward mean derivatives, we prove the existence of optimal solution minimizing a certain cost criterion.
Yuri Gliklikh, A. Grankina
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Asian journal of control, 2021
In this manuscript, our main focus is about the approximate controllability of fractional stochastic differential inclusions with order 1
C. Dineshkumar +3 more
semanticscholar +1 more source
In this manuscript, our main focus is about the approximate controllability of fractional stochastic differential inclusions with order 1
C. Dineshkumar +3 more
semanticscholar +1 more source
Stochastic Invariance for Differential Inclusions
Set-Valued Analysis, 2000The first objective of this paper is to combine two ways for representing uncertainty through stochastic differential inclusions: a stochastic uncertainty driven by a Wiener process and a contingent uncertainty driven by a set-valued map. The second point consists to extend to stochastic differential inclusions the invariance theorem for nonstochastic ...
Aubin, Jean-Pierre +2 more
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
M. Michta
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Open Journal of Mathematical Optimization
To solve convex optimization problems with a noisy gradient input, we analyze the global behavior of subgradient-like flows under stochastic errors.
Rodrigo Maulen-Soto +2 more
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To solve convex optimization problems with a noisy gradient input, we analyze the global behavior of subgradient-like flows under stochastic errors.
Rodrigo Maulen-Soto +2 more
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, 2020
This study is concerned with the existence of mild solution for the analysis of the moment stability of fractional stochastic differential inclusions driven by the Rosenblatt process and Poisson jumps with impulses in a Hilbert space.
C. Mattuvarkuzhali, P. Balasubramaniam
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This study is concerned with the existence of mild solution for the analysis of the moment stability of fractional stochastic differential inclusions driven by the Rosenblatt process and Poisson jumps with impulses in a Hilbert space.
C. Mattuvarkuzhali, P. Balasubramaniam
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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
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Weak compactness of weak solutions sets to stochastic differential inclusions
, 2020The main result of the paper deals with weak compactness in distribution of weak solutions sets to stochastic differential inclusions defined by set-valued stochastic integrals presented in the paper [Kisielewicz, M., Michta, M. (2017).
M. Kisielewicz
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