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.
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 |
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