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ArticleOriginal scientific text

Title

On differential equations and inclusions with mean derivatives on a compact manifold

Authors 1, 1

Affiliations

  1. Department of Algebra and Topological Methods of Analysis, Mathematics Faculty, Voronezh State University, Universitetskaya pl. 1, 394006 Voronezh, Russia

Abstract

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.

Keywords

ENG
mean derivatives, differential inclusions, stochastic processes on manifolds

Bibliography

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Discussiones Mathematicae, Differential Inclusions, Control and Optimization
2007/27/2
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Pages:
385-397
Main language of publication
English
Received
2007-02-06
Published
2007

DOI: 10.7151/dmdico.1091

Exact and natural sciences