Stochastic equations and inclusions with mean derivatives and~their~applications

Yu. E. Gliklikh

Contemporary Mathematics. Fundamental Directions, Contemporary Mathematics. Fundamental Directions, Tome 68 (2022) no. 2, pp. 191-337.

Résumé

This work is a detailed presentation of the results, mainly obtained in recent years by the author and his school of the research of mean derivatives of random processes, stochastic equations and inclusions with mean derivatives, as well as their applications in various mathematical disciplines, mainly in mathematical physics. In addition, the work contains introductory material on mean derivatives by E. Nelson, who introduced this concept in the 60s of the XXs century, the results of other researchers on this topic, and preliminary concepts from various areas of mathematics used in this work.

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