AbstractConnections between weak solutions of stochastic differential inclusions and solutions of partial differential inclusions, generated by given set-valued mappings are considered. The main results are based on some continuous approximation selection theorem and weak compactness of the set of all weak solutions to a given stochastic differential inclusion
The properties of the solution set of stochastic inclusions z x,s e ClL2 f Fr(xr)dr + f ar(zr)dwr / ...
For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable...
A family of one-dimensional diffusion processes is constructed such that each one of this family is ...
AbstractPartial differential inclusions of the form ut′∈LFGu+cu and ψ∈LFGu+cu, where LFG is a unifor...
AbstractConnections between weak solutions of stochastic differential inclusions and solutions of pa...
summary:We revisit the proof of existence of weak solutions of stochastic differential equations wit...
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift wi...
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift wi...
Some results on the relationship of the solutions of a stochastic di erential inclusion and the corr...
Hofmanová M, Seidler J. On Weak Solutions of Stochastic Differential Equations. Stochastic Analysis ...
Necessary and sufficient conditions for the existence of weak solutions to stochastic differential i...
AbstractWe study questions of existence and weak convergence of solutions of stochastic differential...
AbstractFor a certain class of stochastic differential equations with nonlinear drift and degenerate...
This paper offers an existence result for finite dimensional stochastic differential inclusions with...
International audienceWe consider the Cauchy problem for a semilinear stochastic differential inclus...
The properties of the solution set of stochastic inclusions z x,s e ClL2 f Fr(xr)dr + f ar(zr)dwr / ...
For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable...
A family of one-dimensional diffusion processes is constructed such that each one of this family is ...
AbstractPartial differential inclusions of the form ut′∈LFGu+cu and ψ∈LFGu+cu, where LFG is a unifor...
AbstractConnections between weak solutions of stochastic differential inclusions and solutions of pa...
summary:We revisit the proof of existence of weak solutions of stochastic differential equations wit...
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift wi...
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift wi...
Some results on the relationship of the solutions of a stochastic di erential inclusion and the corr...
Hofmanová M, Seidler J. On Weak Solutions of Stochastic Differential Equations. Stochastic Analysis ...
Necessary and sufficient conditions for the existence of weak solutions to stochastic differential i...
AbstractWe study questions of existence and weak convergence of solutions of stochastic differential...
AbstractFor a certain class of stochastic differential equations with nonlinear drift and degenerate...
This paper offers an existence result for finite dimensional stochastic differential inclusions with...
International audienceWe consider the Cauchy problem for a semilinear stochastic differential inclus...
The properties of the solution set of stochastic inclusions z x,s e ClL2 f Fr(xr)dr + f ar(zr)dwr / ...
For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable...
A family of one-dimensional diffusion processes is constructed such that each one of this family is ...