Journal of Computational and Engineering Mathematics
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


Journal of Computational and Engineering Mathematics, 2016, Volume 3, Issue 2, Pages 32–39
DOI: https://doi.org/10.14529/jcem1602004
(Mi jcem61)
 

Computational Mathematics

On existence of solutions to stochastic differential equations with osmotic velocities

Yu. E. Gliklikh, K. A. Samsonova

Voronezh State University, Voronezh, Russian Federation
References:
Abstract: The notion of mean derivatives was introduced by E. Nelson in 60-th years of XX century and at the moment there are a lot of mathematical models of physical processes constructed in terms of those derivatives. The paper is devoted to investigation of stochastic differential equations with osmotic velocities, i.e., with Nelson's antisymmetric mean derivatives. Since the osmotic velocities of stochastic processes shows "how fast the randomness grows", such research is important for investigation of models of physical processes that take into account stochastic properties. An existence of solution theorem for those equations is obtained.
Keywords: mean derivatives, equations with osmotic velocities, existence of solutions.
Funding agency Grant number
Russian Science Foundation 14-21-00066
This research is supported by Russian Science Foundation (RSF) Grant 14-21-00066, being carried out in Voronezh State University.
Received: 13.05.2016
Bibliographic databases:
Document Type: Article
UDC: 517.9+519.216.2
MSC: 60H10, 60H30, 60K30
Language: English
Citation: Yu. E. Gliklikh, K. A. Samsonova, “On existence of solutions to stochastic differential equations with osmotic velocities”, J. Comp. Eng. Math., 3:2 (2016), 32–39
Citation in format AMSBIB
\Bibitem{GliSam16}
\by Yu.~E.~Gliklikh, K.~A.~Samsonova
\paper On existence of solutions to stochastic differential equations with osmotic velocities
\jour J. Comp. Eng. Math.
\yr 2016
\vol 3
\issue 2
\pages 32--39
\mathnet{http://mi.mathnet.ru/jcem61}
\crossref{https://doi.org/10.14529/jcem1602004}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=3527954}
\elib{https://elibrary.ru/item.asp?id=26399835}
Linking options:
  • https://www.mathnet.ru/eng/jcem61
  • https://www.mathnet.ru/eng/jcem/v3/i2/p32
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Journal of Computational and Engineering Mathematics
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025