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:swb:ch1-200501221 |
| Date | 06 October 2005 |
| Creators | Bauwe, Anne, Grecksch, Wilfried |
| Contributors | TU Chemnitz, Fakultät für Mathematik |
| Publisher | Universitätsbibliothek Chemnitz |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:lecture |
| Format | application/pdf, text/plain, application/zip |
| Relation | dcterms:isPartOfhttp://nbn-resolving.de/urn:nbn:de:swb:ch1-200501214 |
Page generated in 0.0025 seconds