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ArticleOriginal scientific text

Title

Stochastic differential inclusions of Langevin type on Riemannian manifolds

Authors 1, 1

Affiliations

  1. Faculty of Mathematics, Voronezh State University, Universitetskaya pl., 1, 394693, Voronezh, Russia

Abstract

We introduce and investigate a set-valued analogue of classical Langevin equation on a Riemannian manifold that may arise as a description of some physical processes (e.g., the motion of the physical Brownian particle) on non-linear configuration space under discontinuous forces or forces with control. Several existence theorems are proved.

Keywords

ENG
stochastic differential inclusions, Langevin equation, Riemannian manifolds

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Discussiones Mathematicae, Differential Inclusions, Control and Optimization
2001/21/2
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Pages:
173-190
Main language of publication
English
Received
2000-10-31
Published
2001

DOI: 10.7151/dmgt.1023

Exact and natural sciences