Stochastic representation of partial differential inclusions |
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Authors: | Micha? Kisielewicz |
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Affiliation: | Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra, Podgórna 50, 65-246 Zielona Góra, Poland |
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Abstract: | Partial differential inclusions of the form and ψ∈LFGu+cu, where LFG is a uniformly parabolic second order set-valued operator, are considered. In particular, basing on diffusions properties of weak solutions to stochastic differential inclusions, some existence and representation theorems for solutions of such type partial differential inclusions are given. |
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Keywords: | Partial differential inclusions Diffusion processes Existence and representation theorems |
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