Voir la notice de l'article provenant de la source Math-Net.Ru
@article{JCEM_2016_3_1_a5, author = {Yu. E. Gliklikh and A. V. Makarova}, title = {On existence of solutions to stochastic differential inclusions with current velocities {II}}, journal = {Journal of computational and engineering mathematics}, pages = {48--60}, publisher = {mathdoc}, volume = {3}, number = {1}, year = {2016}, language = {en}, url = {http://geodesic.mathdoc.fr/item/JCEM_2016_3_1_a5/} }
TY - JOUR AU - Yu. E. Gliklikh AU - A. V. Makarova TI - On existence of solutions to stochastic differential inclusions with current velocities II JO - Journal of computational and engineering mathematics PY - 2016 SP - 48 EP - 60 VL - 3 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/JCEM_2016_3_1_a5/ LA - en ID - JCEM_2016_3_1_a5 ER -
%0 Journal Article %A Yu. E. Gliklikh %A A. V. Makarova %T On existence of solutions to stochastic differential inclusions with current velocities II %J Journal of computational and engineering mathematics %D 2016 %P 48-60 %V 3 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/JCEM_2016_3_1_a5/ %G en %F JCEM_2016_3_1_a5
Yu. E. Gliklikh; A. V. Makarova. On existence of solutions to stochastic differential inclusions with current velocities II. Journal of computational and engineering mathematics, Tome 3 (2016) no. 1, pp. 48-60. http://geodesic.mathdoc.fr/item/JCEM_2016_3_1_a5/
[1] S. V. Azarina, Yu. E. Gliklikh, “Differential inclusions with mean derivatives”, Dynamic Systems and Applications, 16:1 (2007), 49-71 | MR | Zbl
[2] S. V. Azarina, Yu. E. Gliklikh, “O suschestvovanii reshenii stokhasticheskikh differentsialnykh uravnenii s tekuschimi skorostyami”, Vestnik Yuzhno-Uralskogo gosudarstvennogo universiteta. Seriya: Matematicheskoe modelirovanie i programmirovanie, 8:4 (2015), 100-106 | MR | Zbl
[3] Yu. G. Borisovich, B. D. Gelman, A. D. Myshkis, V. V. Obukhovskii, Vvedenie v teoriyu mnogoznachnykh otobrazhenii i differentsialnykh vklyuchenii, Komkniga, Moskva, 2005
[4] J. Cresson, S. Darses, “Stochastic Embedding of Dynamical Systems”, Journal of Mathematical Physics, 48:7 (2007), 072703-1–072303-54 | DOI | MR
[5] I. I. Gihman, A. V. Skorohod, Theory of Stochastic Processes, v. 1, Springer, New York, 1974 | MR | Zbl
[6] I. I. Gihman, A. V. Skorohod, Theory of Stochastic Processes, v. 3, Springer, New York, 1979 | Zbl
[7] Yu. E. Gliklikh, Global and Stochastic Analysis with Applications to Mathematical Physics, Springer–Verlag, London, 2011 | MR | Zbl
[8] Yu. E. Gliklikh, A. V. Makarova, “On Stochastic Differential Inclusions with Current Velocities”, Journal of Computational and Engineering Mathematics, 2:3 (2015), 25-33 | DOI | MR
[9] A. V. Makarova, “On Solvability of Stochastic Differential Inclusions with Current Velocities II”, Global and Stochastic Analysis, 2:1 (2012), 101-112 | MR | Zbl
[10] E. Nelson, “Derivation of the Schrödinger Equation from Newtonian Mechanics”, Physical Review, 150:4 (1966), 1079-1085 | DOI
[11] E. Nelson, Dynamical Theory of Brownian Motion, Princeton University Press, Princeton, 1967 | MR
[12] E. Nelson, Quantum Fluctuations, Princeton University Press, Princeton, 1985 | MR | Zbl
[13] K. R. Parthasarathy, Introduction to Probability and Measure, Springer, New York, 1978 | MR
[14] D. P. Zhelobenko, Compact Lie Groups and Their Representations, American Mathematical Society, Providence RI, 1973 [] | MR | Zbl
[15] K. Yosida, Functional Analysis, Springer – Verlag, Berlin et. al., 1965 | Zbl