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Stochastic representation of partial differential inclusions
Authors:Micha? Kisielewicz
Affiliation:Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra, Podgórna 50, 65-246 Zielona Góra, Poland
Abstract:Partial differential inclusions of the form View the MathML source and ψLFGu+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.
Keywords:Partial differential inclusions   Diffusion processes   Existence and representation theorems
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