Method of stochastic multivalent guiding functions in a periodic problem for stochastic differential inclusions

Yu. E. Bezmelnitsyna ; S. V. Kornev ; V. V. Obukhovskii

Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory, Proceedings of the Voronezh spring mathematical school “Modern methods of the theory of boundary-value problems. Pontryagin readings – XXX”. Voronezh, May 3-9, 2019. Part 5, Tome 194 (2021), pp. 38-45.

Résumé

In this paper, the concept of a stochastic multivalent guiding function is introduced. The new method based of the concept introduced allows one to establish a sufficient criterion for the existence of periodic solutions of stochastic differential inclusions in finite-dimensional spaces.

Détail

Keywords: stochastic differential inclusion, stochastic multivalent guiding function, stochastic periodic solution.

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