𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Weak Solutions and Optimal Control for Multivalued Stochastic Differential Equations

✍ Scribed by Adrian Zălinescu

Publisher
SP Birkhäuser Verlag Basel
Year
2008
Tongue
English
Weight
664 KB
Volume
15
Category
Article
ISSN
1021-9722

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Feller's One-Dimensional Diffusions as W
Feller's One-Dimensional Diffusions as Weak Solutions to Stochastic Differential Equations
✍ Jürgen Groh 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 414 KB 👁 1 views

ihstruct. A continuous strong MARKOV process X on the line generated by FELLER'S generalized second order differential operator D,D; is considered. Supposed that the cnnonicnl scale p is locally the difference of two bounded convex functions, that the speed meustire rn contains R strictly positive a

Weak and strong solutions for differenti
Weak and strong solutions for differential equations in Banach spaces
✍ A.M. Gomaa 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 111 KB

In this paper we give a generalization to recent results by using weak and strong measures of noncompactness. For f : ½0; T Â E ! E with E is a Banach space we prove that, under suitable assumptions, the Cauchy problem has at least one weak solution furthermore, with certain conditions, the Cauchy