Stochastic differential inclusions of Langevin type on Riemannian manifolds
Discussiones Mathematicae. Differential Inclusions, Control and Optimization, Tome 21 (2001) no. 2, pp. 173-190.

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We introduce and investigate a set-valued analogue of classical Langevin equation on a Riemannian manifold that may arise as a description of some physical processes (e.g., the motion of the physical Brownian particle) on non-linear configuration space under discontinuous forces or forces with control. Several existence theorems are proved.
Keywords: stochastic differential inclusions, Langevin equation, Riemannian manifolds
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Gliklikh, Yuri; Obukhovskiĭ, Andrei. Stochastic differential inclusions of Langevin type on Riemannian manifolds. Discussiones Mathematicae. Differential Inclusions, Control and Optimization, Tome 21 (2001) no. 2, pp. 173-190. http://geodesic.mathdoc.fr/item/DMDICO_2001_21_2_a1/

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