Results 231 to 240 of about 1,529 (261)
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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.
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Approximate controllability for impulsive stochastic delayed differential inclusions
Rendiconti del Circolo Matematico di Palermo Series 2, 2023zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shobha Yadav, Surendra Kumar
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On the approximation of solutions of stochastic differential inclusions
Journal of Soviet Mathematics, 1991See the review in Zbl 0675.60049.
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On the stability of solutions of stochastic differential inclusions
Ukrainian Mathematical Journal, 1995The 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
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Control of time-delayed linear differential inclusions with stochastic disturbance
Journal of the Franklin Institute, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jun Huang 0006 +3 more
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Open Systems & Information Dynamics, 1992
Summary: The familiar procedure of adding white noise to deterministic systems of equations may not be appropriate or even possible in some modelling problems arising in the biological sciences. Although some mathematical handle on indeterminant factors (i.e.
Antonelli, Peter L., Křivan, Vlastimil
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Summary: The familiar procedure of adding white noise to deterministic systems of equations may not be appropriate or even possible in some modelling problems arising in the biological sciences. Although some mathematical handle on indeterminant factors (i.e.
Antonelli, Peter L., Křivan, Vlastimil
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Nonlinear stochastic differential inclusions on balance space
Stochastic Analysis and Applications, 1994In this paper we present some new results on the existence and regularity of mild solutions of a class of nonlinear stochastic differential inclusions on Hilbert space. The drift is multivalued and the diffusion is single valued but both nonlinear admitting differential operators unlike in [3].
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Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity
Probability Theory and Related Fields, 2008The authors study a constrained discontinuous media problem (CDMP), that includes differential inclusions and stochastic differential equations with discontinuous drift \(f\) and solutions are constrained to live in a given closed domain \(G\) in \(\mathbb{R}^n\) according to a constrain vector field \(D(\cdot)\) specified on the boundary \(\partial D\)
Atar, Rami +2 more
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Existence and Controllability Results for Fractional Stochastic Semilinear Differential Inclusions
Differential Equations and Dynamical Systems, 2014zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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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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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