On existence of optimal solutions for stochastic differential equations and inclusions with current velocities

DOI10.1080/00036811.2016.1253066zbMath1386.58020OpenAlexW2547546029WikidataQ58258140 ScholiaQ58258140MaRDI QIDQ4597854

Olga O. Zheltikova, Alla Viktorovna Makarova, Yuri E. Gliklikh

Publication date: 14 December 2017

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036811.2016.1253066

zbMATH Keywords

optimal solutionstochastic differential inclusionsmean derivativescurrent velocities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

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