
doi: 10.14529/mmp190212
Summary: In this paper, we prove a theorem on the existence of solutions for stochastic differential inclusions given in terms of the forward mean derivatives and the quadratic mean derivatives. These derivatives present information on the drift and the diffusion coefficient, respectively. The forward mean derivatives were introduced by E. Nelson for the needs of the so-called stochastic mechanics (a version of quantum mechanics), while the quadratic mean derivatives were introduced by Yu. E. Gliklich and S. V. Azarina. In the case of both the forward mean derivatives and the quadratic mean derivatives, we assume that the right-hand side is set-valued and lower semi-continuous, but not necessarily convex. Instead of this, we assume that the right-hand side is decomposable. Such inclusions naturally arise in many models of physical processes.
дифференциальные включения, Ordinary differential equations and systems with randomness, Applications of stochastic analysis (to PDEs, etc.), разложимые многозначные отображения, decomposable set-valued mappings, Stochastic ordinary differential equations (aspects of stochastic analysis), mean derivatives, производные в среднем, differential inclusions, differential inclusion, УДК 519.216, Ordinary differential inclusions
дифференциальные включения, Ordinary differential equations and systems with randomness, Applications of stochastic analysis (to PDEs, etc.), разложимые многозначные отображения, decomposable set-valued mappings, Stochastic ordinary differential equations (aspects of stochastic analysis), mean derivatives, производные в среднем, differential inclusions, differential inclusion, УДК 519.216, Ordinary differential inclusions
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 2 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
