On solvability of stochastic differential inclusions with current velocities

IF 1.1 4区数学 Q2 MATHEMATICS, APPLIED Applicable Analysis Pub Date : 2012-09-01 DOI:10.1080/00036811.2011.579565

Y. Gliklikh, A. Makarova

引用次数: 7

Abstract

An existence of solution theorem is obtained for stochastic differential inclusions given in terms of the so-called current velocities (direct analogues of ordinary velocity of deterministic systems) and quadratic mean derivatives (giving information on the diffusion coefficient) on the flat n-dimensional torus. The current velocity part is single-valued while the quadratic part is set-valued and takes values in symmetric (2, 0) tensors with unit determinant.

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随流速变化的随机微分夹杂的可解性

对于在平面n维环面上以所谓的当前速度(确定性系统的普通速度的直接类似物)和二次平均导数(给出有关扩散系数的信息)给出的随机微分包含，得到了解定理的存在性。当前速度部分是单值的，而二次部分是集值的，取单位行列式的对称(2,0)张量值。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Applicable Analysis 数学-应用数学

CiteScore

2.60

自引率

9.10%

发文量

175

审稿时长

2 months

期刊介绍： Applicable Analysis is concerned primarily with analysis that has application to scientific and engineering problems. Papers should indicate clearly an application of the mathematics involved. On the other hand, papers that are primarily concerned with modeling rather than analysis are outside the scope of the journal General areas of analysis that are welcomed contain the areas of differential equations, with emphasis on PDEs, and integral equations, nonlinear analysis, applied functional analysis, theoretical numerical analysis and approximation theory. Areas of application, for instance, include the use of homogenization theory for electromagnetic phenomena, acoustic vibrations and other problems with multiple space and time scales, inverse problems for medical imaging and geophysics, variational methods for moving boundary problems, convex analysis for theoretical mechanics and analytical methods for spatial bio-mathematical models.