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1	A parabolic stochastic differential inclusion Bauwe, Anne, Grecksch, Wilfried 06 October 2005 (has links) (PDF) Stochastic differential inclusions can be considered as a generalisation of stochastic differential equations. In particular a multivalued mapping describes the set of equations, in which a solution has to be found. This paper presents an existence result for a special parabolic stochastic inclusion. The proof is based on the method of upper and lower solutions. In the deterministic case this method was effectively introduced by S. Carl. Itô formula maximal monotone operator set-valued mapping stochastic evolution inclusion upper and lower solution ddc:510 Ito-Formel Mengenwertige Abbildung
2	A parabolic stochastic differential inclusion Bauwe, Anne, Grecksch, Wilfried 06 October 2005 (has links) Stochastic differential inclusions can be considered as a generalisation of stochastic differential equations. In particular a multivalued mapping describes the set of equations, in which a solution has to be found. This paper presents an existence result for a special parabolic stochastic inclusion. The proof is based on the method of upper and lower solutions. In the deterministic case this method was effectively introduced by S. Carl. info:eu-repo/classification/ddc/510 ddc:510 Ito-Formel Mengenwertige Abbildung Itô formula maximal monotone operator set-valued mapping stochastic evolution inclusion upper and lower solution