Stochastic equations and inclusions with mean derivatives and some applications

DOI10.1007/s11009-013-9373-4zbMath1310.60079OpenAlexW3357281MaRDI QIDQ2340300

Olga O. Zheltikova, Yuri E. Gliklikh

Publication date: 16 April 2015

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-013-9373-4

zbMATH Keywords

optimal solutionsstochastic differential inclusionsmean derivatives

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic analysis (60H99) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

• Global and stochastic analysis with applications to mathematical physics
• Diffusion equation for multivalued stochastic differential equations
• On the solution of stochastic differential inclusion
• Stochastic Equations with Discontinuous Drift
• Stochastic differential inclusions of Langevin type on Riemannian manifolds
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