Conecte-se

Bibliografias temáticas / Stochastic Differential Inclusions / Artigos de revistas

Siga este link para ver outros tipos de publicações sobre o tema: Stochastic Differential Inclusions.

Artigos de revistas sobre o tema "Stochastic Differential Inclusions"

Autor: Grafiati

Publicado: 23 de novembro de 2024

Última modificação: 7 de julho de 2025

Crie uma referência precisa em APA, MLA, Chicago, Harvard, e outros estilos

Selecione um tipo de fonte:

Veja os 50 melhores artigos de revistas para estudos sobre o assunto "Stochastic Differential Inclusions".

Ao lado de cada fonte na lista de referências, há um botão "Adicionar à bibliografia". Clique e geraremos automaticamente a citação bibliográfica do trabalho escolhido no estilo de citação de que você precisa: APA, MLA, Harvard, Chicago, Vancouver, etc.

Você também pode baixar o texto completo da publicação científica em formato .pdf e ler o resumo do trabalho online se estiver presente nos metadados.

Veja os artigos de revistas das mais diversas áreas científicas e compile uma bibliografia correta.

1

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.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

2

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.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

3

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.

Texto completo da fonte

Resumo:

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 solutions. The results obtained in the paper extends results dealing with this topic known both in deterministic and stochastic cases.

Estilos ABNT, Harvard, Vancouver, APA, etc.

4

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.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

5

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.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

6

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.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

7

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.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

8

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.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

9

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.

Texto completo da fonte

Resumo:

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.

Estilos ABNT, Harvard, Vancouver, APA, etc.

10

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.

Texto completo da fonte

Resumo:

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.

Estilos ABNT, Harvard, Vancouver, APA, etc.

11

Gliklikh, Yu E., and A. V. Makarova. "On Stochastic Differential Inclusions with Current Velocities." Journal of Computational and Engineering Mathematics 2, no. 3 (2015): 25–33. http://dx.doi.org/10.14529/jcem150303.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

12

Ahmed, N. U. "Nonlinear stochastic differential inclusions on balance space." Stochastic Analysis and Applications 12, no. 1 (1994): 1–10. http://dx.doi.org/10.1080/07362999408809334.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

13

Makarova, A. "Оn stochastic differential inclusions with current velocites". Актуальные направления научных исследований XXI века: теория и практика 2, № 4 (2014): 108–11. http://dx.doi.org/10.12737/5126.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

14

Kravets, T. N. "On the problem of stochastic differential inclusions." Journal of Soviet Mathematics 53, no. 4 (1991): 398–403. http://dx.doi.org/10.1007/bf01098488.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

15

Ahmed, Hamdy M., Mahmoud M. El-Borai, Wagdy El-Sayed, and Alaa Elbadrawi. "Null Controllability of Hilfer Fractional Stochastic Differential Inclusions." Fractal and Fractional 6, no. 12 (2022): 721. http://dx.doi.org/10.3390/fractalfract6120721.

Texto completo da fonte

Resumo:

This paper gives the null controllability for nonlocal stochastic differential inclusion with the Hilfer fractional derivative and Clarke subdifferential. Sufficient conditions for null controllability of nonlocal Hilfer fractional stochastic differential inclusion are established by using the fixed-point approach with the proof that the corresponding linear system is controllable. Finally, the theoretical results are verified with an example.

Estilos ABNT, Harvard, Vancouver, APA, etc.

16

Mshary, Noorah, Hamdy M. Ahmed, Ahmed S. Ghanem, and A. M. Sayed Ahmed. "Hilfer-Katugampola fractional stochastic differential inclusions with Clarke sub-differential." Heliyon 10, no. 8 (2024): e29667. http://dx.doi.org/10.1016/j.heliyon.2024.e29667.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

17

Balasubramaniam, P. "Existence of solutions of functional stochastic differential inclusions." Tamkang Journal of Mathematics 33, no. 1 (2002): 25–34. http://dx.doi.org/10.5556/j.tkjm.33.2002.302.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

18

Meghnafi, Mustapha, Mohamed Ali Hammami, and Tayeb Blouhi. "Existence results on impulsive stochastic semilinear differential inclusions." International Journal of Dynamical Systems and Differential Equations 11, no. 2 (2021): 131. http://dx.doi.org/10.1504/ijdsde.2021.115179.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

19

Meghnafi, Mustapha, Mohamed Ali Hammami, and Tayeb Blouhi. "Existence results on impulsive stochastic semilinear differential inclusions." International Journal of Dynamical Systems and Differential Equations 11, no. 2 (2021): 131. http://dx.doi.org/10.1504/ijdsde.2021.10037985.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

20

Yun, Yong-Sik. "THE BOUNDEDNESS OF SOLUTIONS FOR STOCHASTIC DIFFERENTIAL INCLUSIONS." Bulletin of the Korean Mathematical Society 40, no. 1 (2003): 159–65. http://dx.doi.org/10.4134/bkms.2003.40.1.159.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

21

Li, Yong, and Bing Liu. "Boundary controllability of non-linear stochastic differential inclusions." Applicable Analysis 87, no. 6 (2008): 709–22. http://dx.doi.org/10.1080/00036810802213231.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

22

Ton, Bui An. "Optimal control for n-person differential stochastic inclusions." Stochastic Analysis and Applications 17, no. 6 (1999): 911–35. http://dx.doi.org/10.1080/07362999908809643.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

23

Ekhaguere, G. O. S. "Quantum stochastic differential inclusions of hypermaximal monotone type." International Journal of Theoretical Physics 34, no. 3 (1995): 323–53. http://dx.doi.org/10.1007/bf00671595.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

24

Benaïm, Michel, Josef Hofbauer, and Sylvain Sorin. "Stochastic Approximations and Differential Inclusions, Part II: Applications." Mathematics of Operations Research 31, no. 4 (2006): 673–95. http://dx.doi.org/10.1287/moor.1060.0213.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

25

Ayoola, E. O. "Error Estimates for Discretized Quantum Stochastic Differential Inclusions." Stochastic Analysis and Applications 21, no. 6 (2003): 1215–30. http://dx.doi.org/10.1081/sap-120026104.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

26

Michta, Mariusz. "On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales." Journal of Differential Equations 262, no. 3 (2017): 2106–34. http://dx.doi.org/10.1016/j.jde.2016.10.039.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

27

B. K. Pedge, B. K. Pedge, and D. S. Palimkar D.S. Palimkar. "Existence Result for Random Differential Inclusions in Hilbert Spaces." Journal of Research in Applied Mathematics 11, no. 2 (2025): 01–08. https://doi.org/10.35629/0743-11020108.

Texto completo da fonte

Resumo:

In this paper, sufficient conditions are given for the existence of solutions for a class of second order stochastic differential inclusions in Hilbert sport through Leray-Schauder Nonlinear Alternative.

Estilos ABNT, Harvard, Vancouver, APA, etc.

28

Shukla, Anurag, Sumati Kumari Panda, Velusamy Vijayakumar, Kamalendra Kumar, and Kothandabani Thilagavathi. "Approximate Controllability of Hilfer Fractional Stochastic Evolution Inclusions of Order 1 < q < 2." Fractal and Fractional 8, no. 9 (2024): 499. http://dx.doi.org/10.3390/fractalfract8090499.

Texto completo da fonte

Resumo:

This paper addresses the approximate controllability results for Hilfer fractional stochastic differential inclusions of order 1<q<2. Stochastic analysis, cosine families, fixed point theory, and fractional calculus provide the foundation of the main results. First, we explored the prospects of finding mild solutions for the Hilfer fractional stochastic differential equation. Subsequently, we determined that the specified system is approximately controllable. Finally, an example displays the theoretical application of the results.

Estilos ABNT, Harvard, Vancouver, APA, etc.

29

Alla, V. Makarova. "On Solvability of Stochastic Differential Inclusions with Current Velocities. II." Global and Stochastic Analysis 2, no. 1 (2015): 101–12. https://doi.org/10.5281/zenodo.7673824.

Texto completo da fonte

Resumo:

An existence of solution theorem is obtained for stochastic differential inclusions given in terms of the so-called current velocities (direct analogs of ordinary velocity of deterministic systems) and quadratic mean derivatives (giving information on the diffusion coefficient) on the flat n-dimensional torus. The set-valued current velocity part has a smooth selector and the set-valued quadratic part takes values in symmetric (2; 0) tensor fields with given (constant) determinant. The values of current velocity parts are closed and bounded. The right-hand side of quadratic part is upper semi-continuous, its values are closed, bounded and satisfy some additional hypotheses that replace the convexity condition.

Estilos ABNT, Harvard, Vancouver, APA, etc.

30

Gliklikh, Yuri E., and Andrei V. Obukhovski. "Stochastic differential inclusions of Langevin type on Riemannian manifolds." Discussiones Mathematicae. Differential Inclusions, Control and Optimization 21, no. 2 (2001): 173. http://dx.doi.org/10.7151/dmdico.1023.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

31

Michta, Mariusz. "Weak solutions of stochastic differential Inclusions and their compactness." Discussiones Mathematicae. Differential Inclusions, Control and Optimization 29, no. 1 (2009): 91. http://dx.doi.org/10.7151/dmdico.1106.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

32

Roth, Grégory, and William H. Sandholm. "Stochastic Approximations with Constant Step Size and Differential Inclusions." SIAM Journal on Control and Optimization 51, no. 1 (2013): 525–55. http://dx.doi.org/10.1137/110844192.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

33

Gliklikh, Yuri E., and Alla V. Makarova. "On solvability of stochastic differential inclusions with current velocities." Applicable Analysis 91, no. 9 (2012): 1731–39. http://dx.doi.org/10.1080/00036811.2011.579565.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

34

Kravets, T. N. "On the stability of solutions of stochastic differential inclusions." Ukrainian Mathematical Journal 47, no. 4 (1995): 640–44. http://dx.doi.org/10.1007/bf01056052.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

35

Kravets, T. N. "On the approximation of solutions of stochastic differential inclusions." Journal of Soviet Mathematics 53, no. 1 (1991): 44–48. http://dx.doi.org/10.1007/bf01104049.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

36

Antonelli, Peter L., and Vlastimil Křivan. "Fuzzy differential inclusions as substitutes for stochastic differential equations in population biology." Open Systems & Information Dynamics 1, no. 2 (1992): 217–32. http://dx.doi.org/10.1007/bf02228945.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

37

Blouhi, Tayeb, Mohamed Ferhat, and Safia Benmansour. "Existence for stochastic sweeping process with fractional Brownian motion." Studia Universitatis Babes-Bolyai Matematica 67, no. 4 (2022): 749–71. http://dx.doi.org/10.24193/subbmath.2022.4.07.

Texto completo da fonte

Resumo:

"This paper is devoted to the study of a convex stochastic sweeping process with fractional Brownian by time delay. The approach is based on dis- cretizing stochastic functional differential inclusions."

Estilos ABNT, Harvard, Vancouver, APA, etc.

38

Sivasankar, Sivajiganesan, and Ramalingam Udhayakumar. "Hilfer Fractional Neutral Stochastic Volterra Integro-Differential Inclusions via Almost Sectorial Operators." Mathematics 10, no. 12 (2022): 2074. http://dx.doi.org/10.3390/math10122074.

Texto completo da fonte

Resumo:

In our paper, we mainly concentrate on the existence of Hilfer fractional neutral stochastic Volterra integro-differential inclusions with almost sectorial operators. The facts related to fractional calculus, stochastic analysis theory, and the fixed point theorem for multivalued maps are used to prove the result. In addition, an illustration of the principle is provided.

Estilos ABNT, Harvard, Vancouver, APA, etc.

39

Li, Yong, and Qiang Zou. "Controllability of Nonlinear Neutral Stochastic Differential Inclusions with Infinite Delay." Mathematical Problems in Engineering 2013 (2013): 1–13. http://dx.doi.org/10.1155/2013/419156.

Texto completo da fonte

Resumo:

The paper is concerned with the controllability of nonlinear neutral stochastic differential inclusions with infinite delay in a Hilbert space. Sufficient conditions for the controllability are obtained by using a fixed-point theorem for condensing maps due to O'Regan.

Estilos ABNT, Harvard, Vancouver, APA, etc.

40

Raczynski, Stanislaw. "A market model: uncertainty and reachable sets." International Journal for Simulation and Multidisciplinary Design Optimization 6 (2015): A2. http://dx.doi.org/10.1051/smdo/2015002.

Texto completo da fonte

Resumo:

Uncertain parameters are always present in models that include human factor. In marketing the uncertain consumer behavior makes it difficult to predict the future events and elaborate good marketing strategies. Sometimes uncertainty is being modeled using stochastic variables. Our approach is quite different. The dynamic market with uncertain parameters is treated using differential inclusions, which permits to determine the corresponding reachable sets. This is not a statistical analysis. We are looking for solutions to the differential inclusions. The purpose of the research is to find the way to obtain and visualise the reachable sets, in order to know the limits for the important marketing variables. The modeling method consists in defining the differential inclusion and find its solution, using the differential inclusion solver developed by the author. As the result we obtain images of the reachable sets where the main control parameter is the share of investment, being a part of the revenue. As an additional result we also can define the optimal investment strategy. The conclusion is that the differential inclusion solver can be a useful tool in market model analysis.

Estilos ABNT, Harvard, Vancouver, APA, etc.

41

Kumar, Surendra, and Shobha Yadav. "Approximate controllability for a new class of stochastic functional differential inclusions with infinite delay." Random Operators and Stochastic Equations 30, no. 3 (2022): 221–39. http://dx.doi.org/10.1515/rose-2022-2088.

Texto completo da fonte

Resumo:

Abstract This manuscript investigates the approximate controllability for a wide range of infinite-delayed semilinear stochastic differential inclusions. First, we construct the expression for a mild solution in terms of the fundamental solution. Then, employing the fixed point theorem for multivalued maps, we formulate a set of sufficient conditions to assure the existence of a solution for the aforementioned system. Further, the approximate controllability for the semilinear stochastic differential inclusion is investigated under the condition that the associated linear deterministic control system is approximately controllable. The discussed results are more general and a continuation of the ongoing research on this issue. Finally, an example is included to highlight the applicability of the considered results.

Estilos ABNT, Harvard, Vancouver, APA, etc.

42

Vinodkumar, A., and A. Boucherif. "Existence Results for Stochastic Semilinear Differential Inclusions with Nonlocal Conditions." International Journal of Stochastic Analysis 2011 (November 30, 2011): 1–17. http://dx.doi.org/10.1155/2011/784638.

Texto completo da fonte

Resumo:

We discuss existence results of mild solutions for stochastic differential inclusions subject to nonlocal conditions. We provide sufficient conditions in order to obtain a priori bounds on possible solutions of a one-parameter family of problems related to the original one. We, then, rely on fixed point theorems for multivalued operators to prove our main results.

Estilos ABNT, Harvard, Vancouver, APA, etc.

43

Sakthivel, R., Yong Ren, Amar Debbouche, and N. I. Mahmudov. "Approximate controllability of fractional stochastic differential inclusions with nonlocal conditions." Applicable Analysis 95, no. 11 (2015): 2361–82. http://dx.doi.org/10.1080/00036811.2015.1090562.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

44

Kisielewicz, Michał. "Weak compactness of weak solutions sets to stochastic differential inclusions." Stochastic Analysis and Applications 38, no. 3 (2020): 506–26. http://dx.doi.org/10.1080/07362994.2019.1702884.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

45

Huang, Jun, Zhengzhi Han, Xiushan Cai, and Leipo Liu. "Control of time-delayed linear differential inclusions with stochastic disturbance." Journal of the Franklin Institute 347, no. 10 (2010): 1895–906. http://dx.doi.org/10.1016/j.jfranklin.2010.10.008.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

46

Atar, Rami, Amarjit Budhiraja, and Kavita Ramanan. "Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity." Probability Theory and Related Fields 142, no. 1-2 (2008): 249–83. http://dx.doi.org/10.1007/s00440-007-0104-z.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

47

Toufik, Guendouzi. "Existence and Controllability Results for Fractional Stochastic Semilinear Differential Inclusions." Differential Equations and Dynamical Systems 23, no. 3 (2014): 225–40. http://dx.doi.org/10.1007/s12591-014-0217-7.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

48

Michta, Mariusz. "On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales." Stochastic Analysis and Applications 22, no. 5 (2004): 1341–61. http://dx.doi.org/10.1081/sap-200026471.

Texto completo da fonte

Estilos ABNT, Harvard, Vancouver, APA, etc.

49

Abuasbeh, Kinda, Azmat Ullah Khan Niazi, Hafiza Maria Arshad, Muath Awadalla, and Salma Trabelsi. "Approximate Controllability of Fractional Stochastic Evolution Inclusions with Non-Local Conditions." Fractal and Fractional 7, no. 6 (2023): 462. http://dx.doi.org/10.3390/fractalfract7060462.

Texto completo da fonte

Resumo:

This article investigates the approximate controllability of non-linear fractional stochastic differential inclusions with non-local conditions. We establish a set of sufficient conditions for their approximate controllability and provide results in terms of controllability for the fractional stochastic control system. Our approach relies on using fractional calculus and the fixed-point theorem for multiple-valued operators. Finally, we present an illustrative example to support our findings.

Estilos ABNT, Harvard, Vancouver, APA, etc.

50

Papageorgiou, Nikolaos S. "On measurable multifunctions with stochastic domain." Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics 45, no. 2 (1988): 204–16. http://dx.doi.org/10.1017/s1446788700030111.

Texto completo da fonte

Resumo:

AbstractIn this paper we prove several random fixed point theorems for multifunctions with a stochastic domain. Then those techniques are used to establish the existence of solutions for random differential inclusions. A useful tool in this process is a stochastic version of the Tietze extension theorems that we prove. Finally we present a stochastic version of the Riesz representation theorem for Hilbert spaces.

Estilos ABNT, Harvard, Vancouver, APA, etc.

Oferecemos descontos em todos os planos premium para autores cujas obras estão incluídas em seleções literárias temáticas. Contate-nos para obter um código promocional único!