Results 231 to 240 of about 108,723 (292)

On the problem of stochastic differential inclusions

Journal of Soviet Mathematics, 1991
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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.
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New exploration on approximate controllability of fractional neutral‐type delay stochastic differential inclusions with non‐instantaneous impulse

Mathematical methods in the applied sciences
This paper aims to derive a new set of sufficient conditions for the existence and approximate controllability of neutral‐type fractional stochastic integrodifferential inclusions with infinite delay and non‐instantaneous impulse in a separable Hilbert ...
Om Prakash Kumar Sharma, R. Vats, Ankit Kumar   +2 more
semanticscholar   +1 more source

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
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Recursive utility optimization problem described by forward–backward stochastic differential inclusions

Optimization
The main result of the paper deals with the existence of a solution of a recursive utility optimization problem described by systems of the forward–backward stochastic differential inclusion of the form: $ X_t-X_s\in \int _s^tF(\tau,X_\tau )\,{\rm d}\tau
M. Kisielewicz
semanticscholar   +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.
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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
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Rank-Based Stochastic Differential Inclusions and Diffusion Limits for a Load-Balancing Model

Mathematics of Operations Research
Banerjee, Budhiraja and Estevez (2025) studied a randomized load balancing model in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream.
Rami Atar, Tomoyuki Ichiba
semanticscholar   +1 more source

On the approximation of solutions of stochastic differential inclusions

Journal of Soviet Mathematics, 1991
See the review in Zbl 0675.60049.
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Approximate controllability for impulsive stochastic delayed differential inclusions

Rendiconti del Circolo Matematico di Palermo Series 2, 2023
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Shobha Yadav, Surendra Kumar
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