On existence of optimal solutions for stochastic differential inclusions with mean derivatives

DOI10.1080/00036811.2012.753588zbMath1302.60091OpenAlexW2042657882WikidataQ58258903 ScholiaQ58258903MaRDI QIDQ5413825

Olga O. Zheltikova, Yuri E. Gliklikh

Publication date: 2 May 2014

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

Full work available at URL: https://doi.org/10.1080/00036811.2012.753588

zbMATH Keywords

approximate solutionsoptimal approximationstochastic differential inclusionsmean derivatives

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential inclusions (34A60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving relations other than differential equations (49K21)

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Cites Work

• Unnamed Item
• Global and stochastic analysis with applications to mathematical physics
• Stochastic differential inclusions of Langevin type on Riemannian manifolds

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