Title of article :
Stochastic representation of partial differential inclusions
Author/Authors :
Kisielewicz، نويسنده , , Micha?، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2009
Abstract :
Partial differential inclusions of the form u t ′ ∈ L F G u + c u and ψ ∈ L FG u + c u , 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.
Keywords :
Partial differential inclusions , Diffusion processes , Existence and representation theorems
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications