American Institute of Mathematical Sciences

Advanced
  • Previous Article
    Positivity preserving discrete model for the coupled ODE's modeling glycolysis
  • PROC Home
  • This Issue
  • Next Article
    Dynamics of torque-speed profiles for electric vehicles and nonlinear models based on differential-algebraic equations
2003, 2003(Special): 618-622. doi: 10.3934/proc.2003.2003.618

On solutions to stochastic differential inclusions

Mariusz Michta 1,

1. 

Institute of Mathematics, University of Zielona Góra, Podgórna 50, 65-246 Zielona Góra, Poland

Received  September 2002 Revised  March 2003 Published  April 2003

In the paper a martingale problem approach is used to analyze the problem of existence and topological properties of optimal weak solutions to stochastic differential inclusions of Ito type with convex integrands.
Keywords: weak solutions, stochastic differential inclusions, martingale problem, weak convergence of probability measures..
Mathematics Subject Classification: Primary: 93E03, 93C30; Secondary: 60H1.
Citation: Mariusz Michta. On solutions to stochastic differential inclusions. Conference Publications, 2003, 2003 (Special) : 618-622. doi: 10.3934/proc.2003.2003.618
[1]

Thanh-Anh Nguyen, Dinh-Ke Tran, Nhu-Quan Nguyen. Weak stability for integro-differential inclusions of diffusion-wave type involving infinite delays. Discrete & Continuous Dynamical Systems - B, 2016, 21 (10) : 3637-3654. doi: 10.3934/dcdsb.2016114
[2]

N. U. Ahmed. Weak solutions of stochastic reaction diffusion equations and their optimal control. Discrete & Continuous Dynamical Systems - S, 2018, 11 (6) : 1011-1029. doi: 10.3934/dcdss.2018059
[3]

Nathan Glatt-Holtz, Roger Temam, Chuntian Wang. Martingale and pathwise solutions to the stochastic Zakharov-Kuznetsov equation with multiplicative noise. Discrete & Continuous Dynamical Systems - B, 2014, 19 (4) : 1047-1085. doi: 10.3934/dcdsb.2014.19.1047
[4]

Zhihui Yuan. Multifractal analysis of random weak Gibbs measures. Discrete & Continuous Dynamical Systems, 2017, 37 (10) : 5367-5405. doi: 10.3934/dcds.2017234
[5]

Linh Nguyen, Irina Perfilieva, Michal Holčapek. Boundary value problem: Weak solutions induced by fuzzy partitions. Discrete & Continuous Dynamical Systems - B, 2020, 25 (2) : 715-732. doi: 10.3934/dcdsb.2019263
[6]

Roberto Castelli, Susanna Terracini. On the regularization of the collision solutions of the one-center problem with weak forces. Discrete & Continuous Dynamical Systems, 2011, 31 (4) : 1197-1218. doi: 10.3934/dcds.2011.31.1197
[7]

Bo Su and Martin Burger. Global weak solutions of non-isothermal front propagation problem. Electronic Research Announcements, 2007, 13: 46-52.

[8]

O. V. Kapustyan, V. S. Melnik, José Valero. A weak attractor and properties of solutions for the three-dimensional Bénard problem. Discrete & Continuous Dynamical Systems, 2007, 18 (2&3) : 449-481. doi: 10.3934/dcds.2007.18.449
[9]

Ovidiu Carja, Victor Postolache. A Priori estimates for solutions of differential inclusions. Conference Publications, 2011, 2011 (Special) : 258-264. doi: 10.3934/proc.2011.2011.258
[10]

Alexander Mielke. Weak-convergence methods for Hamiltonian multiscale problems. Discrete & Continuous Dynamical Systems, 2008, 20 (1) : 53-79. doi: 10.3934/dcds.2008.20.53
[11]

Giulia Cavagnari. Regularity results for a time-optimal control problem in the space of probability measures. Mathematical Control & Related Fields, 2017, 7 (2) : 213-233. doi: 10.3934/mcrf.2017007
[12]

Gaston N'Guerekata. On weak-almost periodic mild solutions of some linear abstract differential equations. Conference Publications, 2003, 2003 (Special) : 672-677. doi: 10.3934/proc.2003.2003.672
[13]

Jacson Simsen, Mariza Stefanello Simsen, José Valero. Convergence of nonautonomous multivalued problems with large diffusion to ordinary differential inclusions. Communications on Pure & Applied Analysis, 2020, 19 (4) : 2347-2368. doi: 10.3934/cpaa.2020102
[14]

Paul-Eric Chaudru De Raynal. Weak regularization by stochastic drift : Result and counter example. Discrete & Continuous Dynamical Systems, 2018, 38 (3) : 1269-1291. doi: 10.3934/dcds.2018052
[15]

Rémi Lassalle, Jean Claude Zambrini. A weak approach to the stochastic deformation of classical mechanics. Journal of Geometric Mechanics, 2016, 8 (2) : 221-233. doi: 10.3934/jgm.2016005
[16]

Kumarasamy Sakthivel, Sivaguru S. Sritharan. Martingale solutions for stochastic Navier-Stokes equations driven by Lévy noise. Evolution Equations & Control Theory, 2012, 1 (2) : 355-392. doi: 10.3934/eect.2012.1.355
[17]

Tôn Việt Tạ. Non-autonomous stochastic evolution equations in Banach spaces of martingale type 2: Strict solutions and maximal regularity. Discrete & Continuous Dynamical Systems, 2017, 37 (8) : 4507-4542. doi: 10.3934/dcds.2017193
[18]

Mieczysław Cichoń, Bianca Satco. On the properties of solutions set for measure driven differential inclusions. Conference Publications, 2015, 2015 (special) : 287-296. doi: 10.3934/proc.2015.0287
[19]

Yayun Zheng, Xu Sun. Governing equations for Probability densities of stochastic differential equations with discrete time delays. Discrete & Continuous Dynamical Systems - B, 2017, 22 (9) : 3615-3628. doi: 10.3934/dcdsb.2017182
[20]

Lorena Bociu, Petronela Radu. Existence of weak solutions to the Cauchy problem of a semilinear wave equation with supercritical interior source and damping. Conference Publications, 2009, 2009 (Special) : 60-71. doi: 10.3934/proc.2009.2009.60

 Impact Factor: 

Tools

Metrics

  • PDF downloads (43)
  • HTML views (0)
  • Cited by (0)

Other articles
by authors

[Back to Top]

Copyright © 2021 American Institute of Mathematical Sciences