Cylindrical Stochastic Integral
M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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J. Gani (1966-1967)
Publications mathématiques et informatique de Rennes
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Sridharan, V., Kalyani, T.V. (2005)
APPS. Applied Sciences
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M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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Fabio Bagarello (2006)
Banach Center Publications
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Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
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Ivo Vrkoč (1969)
Czechoslovak Mathematical Journal
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Michał Kisielewicz (1997)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
Michał Kisielewicz (1999)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusion dZₜ ∈ F(Zₜ)dXₜ, where F and X are set valued stochastic processes, are given.
S.V. Azarina, Yu.E. Gliklikh (2007)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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We introduce and investigate a new sort of stochastic differential inclusions on manifolds, given in terms of mean derivatives of a stochastic process, introduced by Nelson for the needs of the so called stochastic mechanics. This class of stochastic inclusions is ideologically the closest one to ordinary differential inclusions. For inclusions with forward mean derivatives on manifolds we prove some results on the existence of solutions.
Patrick Florchinger (2022)
Kybernetika
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The present paper addresses the problem of the stabilization (in the sense of exponential stability in mean square) of partially linear composite stochastic systems by means of a stochastic observer. We propose sufficient conditions for the existence of a linear feedback law depending on an estimation given by a stochastic Luenberger observer which stabilizes the system at its equilibrium state. The novelty in our approach is that all the state variables but the output can be corrupted...
Lakshmi Kanta Patra, Suchandan Kayal, Phalguni Nanda (2018)
Applications of Mathematics
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We focus on stochastic comparisons of lifetimes of series and parallel systems consisting of independent and heterogeneous new Pareto type components. Sufficient conditions involving majorization type partial orders are provided to obtain stochastic comparisons in terms of various magnitude and dispersive orderings which include usual stochastic order, hazard rate order, dispersive order and right spread order. The usual stochastic order of lifetimes of series systems with possibly different...