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Theory of Stochastic Processes, 2010, Volume 16(32), Issue 2, Pages 33–43 (Mi thsp73)  
Stochastic dynamics via equations and inclusions in terms of mean derivatives and infinitesimal generators

Yu. E. Gliklikh

Voronezh State University, 1, Universitetskaya Sq., Voronezh 394006, Russia
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Abstract: This is a survey of recent results on stochastic differential equations and inclusions given in terms of mean derivatives and infinitesimal generators of stochastic processes. We pay the main attention to equations and inclusions on manifolds.
Keywords: Mean derivatives, infinitesimal generators, stochastic differential equations, stochastic differential inclusions, manifolds.
Funding agency Grant number
Russian Foundation for Basic Research 07-01-00137
08-01-00155
The research is supported in part by RFBR Grants No. 07–01–00137 and 08–01–00155.
Bibliographic databases:
Document Type: Article
MSC: Primary 60H10; Secondary 58J65
Language: English
Citation: Yu. E. Gliklikh, “Stochastic dynamics via equations and inclusions in terms of mean derivatives and infinitesimal generators”, Theory Stoch. Process., 16(32):2 (2010), 33–43
Citation in format AMSBIB
\Bibitem{Gli10}
\by Yu.~E.~Gliklikh
\paper Stochastic dynamics via equations and inclusions in terms of mean derivatives and infinitesimal generators
\jour Theory Stoch. Process.
\yr 2010
\vol 16(32)
\issue 2
\pages 33--43
\mathnet{http://mi.mathnet.ru/thsp73}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2777899}
\zmath{https://zbmath.org/?q=an:1249.60119}
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