Temat: stochastic processes - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: On differential equations and inclusions with mean derivatives on a compact manifold
Autorzy:: Azarina, S.
Gliklikh, Yu.
Powiązania:: https://bibliotekanauki.pl/articles/729459.pdf
Data publikacji:: 2007
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: mean derivatives
differential inclusions
stochastic processes on manifolds
Opis:: We introduce and investigate a new sort of stochastic differential inclusions on manifolds, given in terms of mean derivatives of a stochastic process, introduced by Nelson for the needs of the so called stochastic mechanics. This class of stochastic inclusions is ideologically the closest one to ordinary differential inclusions. For inclusions with forward mean derivatives on manifolds we prove some results on the existence of solutions.
Źródło:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2007, 27, 2; 385-397
1509-9407
Pojawia się w:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Properties of generalized set-valued stochastic integrals
Autorzy:: Kisielewicz, Michał
Powiązania:: https://bibliotekanauki.pl/articles/729558.pdf
Data publikacji:: 2014
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: set-valued mappings
set-valued integrals
set-valued stochastic processes
Opis:: The paper is devoted to properties of generalized set-valued stochastic integrals defined in [10]. These integrals generalize set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4]. Up to now we were not able to construct any example of set-valued stochastic processes, different on a singleton, having integrably bounded set-valued integrals defined in [4]. It was shown by M. Michta (see [11]) that in the general case set-valued stochastic integrals defined by E.J. Jung and J.H. Kim, are not integrably bounded. Generalized set-valued stochastic integrals, considered in the paper, are in some non-trivial cases square integrably bounded and can be applied in the theory of stochastic differential equations with set-valued solutions.
Źródło:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2014, 34, 1; 131-147
1509-9407
Pojawia się w:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:: Biblioteka Nauki

Artykuł

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