On Solvability of Stochastic Differential Inclusions with Current Velocities. II
作者: Alla V. Makarova
刊名: Global and Stochastic Analysis, 2015, Vol.2 (1)
来源数据库: Mind Reader Publications
关键词: Mean derivativesstochastic differential inclusionsgroup SL(n)
原始语种摘要: An existence of solution theorem is obtained for stochastic differential inclusions given in terms of the so-called current velocities (direct analogs of ordinary velocity of deterministic systems) and quadratic mean derivatives (giving information on the diffusion coefficient) on the flat n-dimensional torus. The set-valued current velocity part has a smooth selector and the set-valued quadratic part takes values in symmetric (2; 0) tensor fields with given (constant) determinant. The values of current velocity parts are closed and bounded. The right-hand side of quadratic part is upper semi-continuous, its values are closed, bounded and satisfy some additional hypotheses that replace the convexity condition.
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  • values 价值观
  • given 已知的
  • constant 常数
  • continuous 连续的
  • solution 溶液
  • velocity 速度
  • II Interactive Interface
  • deterministic 确定性
  • current 
  • closed 闭路的