A parabolic stochastic differential inclusion

Description

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.

Links & Downloads

1. urn:nbn:de:swb:ch1-200501221
2. https://monarch.qucosa.de/id/qucosa%3A18371
3. https://monarch.qucosa.de/api/qucosa%3A18371/attachment/ATT-0/
4. https://monarch.qucosa.de/api/qucosa%3A18371/attachment/ATT-1/

Tags

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

Additional Fields

Identifer	oai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:18371
Date	06 October 2005
Creators	Bauwe, Anne, Grecksch, Wilfried
Publisher	Technische Universität Chemnitz
Source Sets	Hochschulschriftenserver (HSSS) der SLUB Dresden
Language	English
Detected Language	English
Type	doc-type:lecture, info:eu-repo/semantics/lecture, doc-type:Text
Rights	info:eu-repo/semantics/openAccess
Relation	urn:nbn:de:swb:ch1-200501214, qucosa:18370