Academic literature on the topic 'Stochastic Differential Inclusions'

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Journal articles on the topic "Stochastic Differential Inclusions"

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Benaïm, Michel, Josef Hofbauer, and Sylvain Sorin. "Stochastic Approximations and Differential Inclusions." SIAM Journal on Control and Optimization 44, no. 1 (2005): 328–48. http://dx.doi.org/10.1137/s0363012904439301.

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Ekhaguere, G. O. S. "Lipschitzian quantum stochastic differential inclusions." International Journal of Theoretical Physics 31, no. 11 (1992): 2003–27. http://dx.doi.org/10.1007/bf00671969.

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Michta, Mariusz, and Kamil Łukasz Świa̧tek. "Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process." Stochastics and Dynamics 18, no. 06 (2018): 1850047. http://dx.doi.org/10.1142/s0219493718500478.

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In the paper we study properties of solutions to stochastic differential inclusions and set-valued stochastic differential equations driven by a two-parameter Wiener process. We establish new connections between their solutions. We prove that attainable sets of solutions to such inclusions are subsets of values of multivalued solutions of associated set-valued stochastic equations. Next we show that every solution to stochastic inclusion is a continuous selection of a multivalued solution of an associated set-valued stochastic equation. Additionally we establish other properties of such soluti
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Perkins, Steven, and David S. Leslie. "Asynchronous Stochastic Approximation with Differential Inclusions." Stochastic Systems 2, no. 2 (2012): 409–46. http://dx.doi.org/10.1287/11-ssy056.

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Michta, Mariusz. "Optimal solutions to stochastic differential inclusions." Applicationes Mathematicae 29, no. 4 (2002): 387–98. http://dx.doi.org/10.4064/am29-4-2.

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Kisielewicz, Michał. "Stochastic differential inclusions and diffusion processes." Journal of Mathematical Analysis and Applications 334, no. 2 (2007): 1039–54. http://dx.doi.org/10.1016/j.jmaa.2007.01.027.

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Kisielewicz, Michał. "Stochastic representation of partial differential inclusions." Journal of Mathematical Analysis and Applications 353, no. 2 (2009): 592–606. http://dx.doi.org/10.1016/j.jmaa.2008.12.022.

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Malinowski, Marek T., and Mariusz Michta. "The interrelation between stochastic differential inclusions and set-valued stochastic differential equations." Journal of Mathematical Analysis and Applications 408, no. 2 (2013): 733–43. http://dx.doi.org/10.1016/j.jmaa.2013.06.055.

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Papageorgiou, Nikolaos S. "Random fixed points and random differential inclusions." International Journal of Mathematics and Mathematical Sciences 11, no. 3 (1988): 551–59. http://dx.doi.org/10.1155/s0161171288000663.

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In this paper, first, we study random best approximations to random sets, using fixed point techniques, obtaining this way stochastic analogues of earlier deterministic results by Browder-Petryshyn, KyFan and Reich. Then we prove two fixed point theorems for random multifunctions with stochastic domain that satisfy certain tangential conditions. Finally we consider a random differential inclusion with upper semicontinuous orientor field and establish the existence of random solutions.
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Chaouche, Meryem, and Toufik Guendouzi. "Stochastic differential inclusions with Hilfer fractional derivative." Annals of the University of Craiova, Mathematics and Computer Science Series 49, no. 1 (2022): 158–73. http://dx.doi.org/10.52846/ami.v49i1.1524.

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In this paper, we study the existence of mild solutions of Hilfer fractional stochastic differential inclusions driven by sub fractional Brownian motion in the cases when the multivalued map is convex and non convex. The results are obtained by using fixed point theorem. Finally an example is given to illustrate the obtained results.
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Dissertations / Theses on the topic "Stochastic Differential Inclusions"

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Chen, Xiaoli. "Stochastic differential inclusions." Thesis, University of Edinburgh, 2006. http://hdl.handle.net/1842/13367.

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Stochastic differential inclusions (SDIs) on <i>R<sup>d </sup></i>have been investigated in this thesis, <i>dx</i>(<i>t</i>) Î <i>a</i>(<i>t, x(t)</i>)<i>dt </i>+   (<i>t, x (t)d</i> where <i>a</i> is a maximal monotone mapping, <i>b</i> is a Lipschitz continuous function, and <i>w</i> is a Wiener process. The principal aim of this work is to present some new results on solvability and approximations of SDIs. Two methods are adapted to obtain our results: the method of minimization and the method of implicit approximation. We interpret the method of monotonicity as a method of constructing min
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Bauwe, Anne, and Wilfried Grecksch. "Finite dimensional stochastic differential inclusions." Universitätsbibliothek Chemnitz, 2008. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200800515.

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This paper offers an existence result for finite dimensional stochastic differential inclusions with maximal monotone drift and diffusion terms. Kravets studied only set-valued drifts in [5], whereas Motyl [4] additionally observed set-valued diffusions in an infinite dimensional context. In the proof we make use of the Yosida approximation of maximal monotone operators to achieve stochastic differential equations which are solvable by a theorem of Krylov and Rozovskij [7]. The selection property is verified with certain properties of the considered set-valued maps. Concerning Lipschitz contin
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Bauwe, Anne, and Wilfried Grecksch. "A parabolic stochastic differential inclusion." Universitätsbibliothek Chemnitz, 2005. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200501221.

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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.
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Maulen, Soto Rodrigo. "A dynamical system perspective οn stοchastic and iΙnertial methοds fοr optimizatiοn". Electronic Thesis or Diss., Normandie, 2024. http://www.theses.fr/2024NORMC220.

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Motivé par l'omniprésence de l'optimisation dans de nombreux domaines de la science et de l'ingénierie, en particulier dans la science des données, ce manuscrit de thèse exploite le lien étroit entre les systèmes dynamiques dissipatifs à temps continu et les algorithmes d'optimisation pour fournir une analyse systématique du comportement global et local de plusieurs systèmes du premier et du second ordre, en se concentrant sur le cadre convexe, stochastique et en dimension infinie d'une part, et le cadre non convexe, déterministe et en dimension finie d'autre part. Pour les problèmes de minimi
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Books on the topic "Stochastic Differential Inclusions"

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Kisielewicz, Michał. Stochastic Differential Inclusions and Applications. Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-6756-4.

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Kisielewicz, Michal. Stochastic Differential Inclusions and Applications. Springer, 2013.

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Kisielewicz, Micha. Stochastic Differential Inclusions and Applications. Springer New York, 2015.

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Kisielewicz, Michał. Stochastic Differential Inclusions and Applications. Springer London, Limited, 2013.

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Stochastic Differential Inclusions And Applications. Springer-Verlag New York Inc., 2013.

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Book chapters on the topic "Stochastic Differential Inclusions"

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Kisielewicz, Michał. "Stochastic Differential Inclusions." In Springer Optimization and Its Applications. Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-6756-4_4.

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Kisielewicz, Michał. "Stochastic Differential Inclusions." In Set-Valued Stochastic Integrals and Applications. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-40329-4_6.

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Dikko, Dauda Alani. "On Some Properties of Solution Sets of Discontinuous Quantum Stochastic Differential Inclusions." In Springer Proceedings in Mathematics & Statistics. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-06170-7_15.

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Atangana, Abdon, and Seda İgret Araz. "Modeling the Spread of Covid-19 with a "Equation missing" Approach: Inclusion of Unreported Infected Class." In Fractional Stochastic Differential Equations. Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-0729-6_8.

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Ahmed, N. U. "Optimal Relaxed Controls for Nonlinear Infinite Dimensional Stochastic Differential Inclusions." In Optimal control of differential equations. CRC Press, 2020. http://dx.doi.org/10.1201/9781003072225-1.

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"Existence of solutions of nonlinear stochastic differential inclusions on Banach space." In World Congress of Nonlinear Analysts '92. De Gruyter, 1996. http://dx.doi.org/10.1515/9783110883237.1699.

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Epstein, Irving R., and John A. Pojman. "Delays and Differential Delay Equations." In An Introduction to Nonlinear Chemical Dynamics. Oxford University Press, 1998. http://dx.doi.org/10.1093/oso/9780195096705.003.0016.

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Mathematically speaking, the most important tools used by the chemical kineticist to study chemical reactions like the ones we have been considering are sets of coupled, first-order, ordinary differential equations that describe the changes in time of the concentrations of species in the system, that is, the rate laws derived from the Law of Mass Action. In order to obtain equations of this type, one must make a number of key assumptions, some of which are usually explicit, others more hidden. We have treated only isothermal systems, thereby obtaining polynomial rate laws instead of the transc
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Conference papers on the topic "Stochastic Differential Inclusions"

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Brenna, Andrea, Luciano Lazzari, and Marco Ormellese. "Probabilistic Model Based on Markov Chain for the Assessment of Localized Corrosion of Stainless Steels." In CORROSION 2014. NACE International, 2014. https://doi.org/10.5006/c2014-4091.

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Abstract Pitting, crevice and stress corrosion cracking are the most damaging corrosion forms of stainless steels in industrial applications. Generally, pitting and crevice susceptibility depends on a variety of factors related to the metal (chemical composition, differences in the metallurgical structure, inclusions), the environment (chloride content, pH, temperature, differential aeration) and the geometry of the system. Due to their unpredictable occurrence, localized corrosion events cannot be explained without using a proper statistical method. In this work a probabilistic approach based
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Yan Li and Junhao Hu. "Controllability of stochastic impulsive nondensely defined functional differential inclusions." In 2011 International Conference on Information Science and Technology (ICIST). IEEE, 2011. http://dx.doi.org/10.1109/icist.2011.5765146.

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Junhao Hu and Yan Li. "Controllability of stochastic impulsive evolution differential inclusions with infinite delay." In 2011 International Conference on Information Science and Technology (ICIST). IEEE, 2011. http://dx.doi.org/10.1109/icist.2011.5765145.

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Bernardin, F., C. H. Lamarque, and M. Schatzman. "Multivalued Stochastic Differential Equations and Its Applications in Dynamics." In ASME 2003 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2003. http://dx.doi.org/10.1115/detc2003/vib-48477.

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Using a maximal monotone graph we can deal with many nonlinear dynamical problems involving e.g. dry friction or impacts. When submitted to an external stochastic term, a class of differential inclusions is obtained. Existence and uniqueness results are recalled. An adapted numerical scheme is presented. Numerical results are presented for different examples of models.
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Huang, Jun, and Lei Yu. "Stabilization for stochastic one-sided Lipschitz nonlinear differential inclusion system." In 2017 36th Chinese Control Conference (CCC). IEEE, 2017. http://dx.doi.org/10.23919/chicc.2017.8027855.

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Huang, Jun, Lei Yu, and Lining Sun. "Stochastic observer design for Markovian jump Lur'e differential inclusion system." In 2014 26th Chinese Control And Decision Conference (CCDC). IEEE, 2014. http://dx.doi.org/10.1109/ccdc.2014.6852128.

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Liu, Leipo, Mengzeng Cheng, and Meiyu Xu. "H∞ guaranteed cost finite-time control for stochastic differential inclusion systems." In 2015 IEEE International Conference on Information and Automation (ICIA). IEEE, 2015. http://dx.doi.org/10.1109/icinfa.2015.7279514.

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Cuadrado, David G., Francisco Lozano, and Guillermo Paniagua. "Experimental Demonstration of Inverse Heat Transfer Methodologies for Turbine Applications." In ASME Turbo Expo 2019: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2019. http://dx.doi.org/10.1115/gt2019-91105.

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Abstract Gas turbines operate at extreme temperatures and pressures, constraining the use of both optical measurement techniques as well as probes. A strategy to overcome this challenge consists of instrumenting the external part of the engine, with sensors located in a gentler environment, and use numerical inverse methodologies to retrieve the relevant quantities in the flowpath. An inverse heat transfer approach is a procedure used to retrieve the temperature, pressure or mass flow through the engine based on the external casing temperature data. This manuscript proposes an improved Digital
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