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A parabolic stochastic differential inclusion

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.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:18371
Date06 October 2005
CreatorsBauwe, Anne, Grecksch, Wilfried
PublisherTechnische Universität Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:lecture, info:eu-repo/semantics/lecture, doc-type:Text
Rightsinfo:eu-repo/semantics/openAccess
Relationurn:nbn:de:swb:ch1-200501214, qucosa:18370

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