Stochastic representation of partial differential inclusions

被引：5

作者：

Kisielewicz, Michal ^{[1
]}

机构：

[1] Univ Zielona Gora, Fac Math Comp Sci & Econometr, PL-65246 Zielona Gora, Poland

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2009年 / 353卷 / 02期

关键词：

Partial differential inclusions; Diffusion processes; Existence and representation theorems; DIFFUSION-PROCESSES; CONTINUOUS COEFFICIENTS;

D O I：

10.1016/j.jmaa.2008.12.022

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Partial differential inclusions of the form u(t)' is an element of L(FG)u + cu and psi is an element of L(FG)u + cu, where L(FG) is a uniformly parabolic second order set-valued operator, are considered. In particular, basing on diffusions properties of weak solutions to stochastic differential inclusions, some existence and representation theorems for solutions of such type partial differential inclusions are given. (C) 2008 Elsevier Inc. All rights reserved.

引用

页码：592 / 606

页数：15

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