RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



J. Comp. Eng. Math.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


J. Comp. Eng. Math., 2018, Volume 5, Issue 2, Pages 34–43 (Mi jcem117)  

Computational Mathematics

Stochastic inclusions with current velocities having decomposable right-hand sides

Yu. E. Gliklikha, A. V. Makarovab

a Voronezh State University (Voronezh, Russian Federation)
b Russian Air Force Military Educational and Scientific Center, N.E. Zhukovskiy and Yu.A. Gagarin Air Force Academy (Voronezh, Russian Federation)

Abstract: An existence of solution theorem is obtained for stochastic differential inclusions given in terms of the so-called current velocities (symmetric mean derivatives, a direct analogs of ordinary velocity of deterministic systems) and quadratic mean derivatives (giving information on the diffusion coefficient) on the flat $n$-dimensional torus. Right-hand sides in both the current velocity part and the quadratic part are set-valued, lower semi-continuous but not necessarily have convex images. Instead we suppose that they are decomposable.

Keywords: mean derivatives, current velocities, decomposable set-valued mappings, differential inclusions.

Funding Agency Grant Number
Russian Foundation for Basic Research 18-01-00048_a
This research is supported in part by RFBR Grant 18-01-00048.


DOI: https://doi.org/10.14529/jcem180203

Full text: PDF file (133 kB)
References: PDF file   HTML file

Bibliographic databases:

UDC: 519.216.2
MSC: 60H30, 60H10
Received: 10.04.2018
Language:

Citation: Yu. E. Gliklikh, A. V. Makarova, “Stochastic inclusions with current velocities having decomposable right-hand sides”, J. Comp. Eng. Math., 5:2 (2018), 34–43

Citation in format AMSBIB
\Bibitem{GliMak18}
\by Yu.~E.~Gliklikh, A.~V.~Makarova
\paper Stochastic inclusions with current velocities having decomposable right-hand sides
\jour J. Comp. Eng. Math.
\yr 2018
\vol 5
\issue 2
\pages 34--43
\mathnet{http://mi.mathnet.ru/jcem117}
\crossref{https://doi.org/10.14529/jcem180203}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=3817478}
\elib{http://elibrary.ru/item.asp?id=35221213}


Linking options:
  • http://mi.mathnet.ru/eng/jcem117
  • http://mi.mathnet.ru/eng/jcem/v5/i2/p34

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles
  • Journal of Computational and Engineering Mathematics
    Number of views:
    This page:42
    Full text:19
    References:8

     
    Contact us:
     Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2019