Geodesic
Stochastic inclusions with current velocities having decomposable right-hand sides
Journal of computational and engineering mathematics, Tome 5 (2018) no. 2, pp. 34-43

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An existence of solution theorem is obtained for stochastic differential inclusions given in terms of the so-called current velocities (symmetric mean derivatives, a direct analogs of ordinary velocity of deterministic systems) and quadratic mean derivatives (giving information on the diffusion coefficient) on the flat $n$-dimensional torus. Right-hand sides in both the current velocity part and the quadratic part are set-valued, lower semi-continuous but not necessarily have convex images. Instead we suppose that they are decomposable.
Keywords: mean derivatives, current velocities, decomposable set-valued mappings, differential inclusions. 
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     author = {Yu. E. Gliklikh and A. V. Makarova},
     title = {Stochastic inclusions with current velocities having decomposable right-hand sides},
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     url = {http://geodesic.mathdoc.fr/item/JCEM_2018_5_2_a2/}
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Yu. E. Gliklikh; A. V. Makarova. Stochastic inclusions with current velocities having decomposable right-hand sides. Journal of computational and engineering mathematics, Tome 5 (2018) no. 2, pp. 34-43. http://geodesic.mathdoc.fr/item/JCEM_2018_5_2_a2/