Second-order multivalued stochastic differential equations on Riemannian manifolds
نویسندگان
چکیده
منابع مشابه
Viscosity Solutions to Second Order Partial Differential Equations on Riemannian Manifolds
We prove comparison, uniqueness and existence results for viscosity solutions to a wide class of fully nonlinear second order partial differential equations F (x, u, du, du) = 0 defined on a finite-dimensional Riemannian manifold M . Finest results (with hypothesis that require the function F to be degenerate elliptic, that is nonincreasing in the second order derivative variable, and uniformly...
متن کاملViscosity Solutions to Second Order Partial Differential Equations on Riemannian Manifolds, I
We prove comparison, uniqueness and existence results for viscosity solutions to a wide class of fully nonlinear second order partial differential equations F (x, u(x), du(x), du(x)) = 0 defined on a finite-dimensional Riemannian manifold M . Finest results (with hypothesis that require the function F to be degenerate elliptic, that is nonincreasing in the second order derivative variable) are ...
متن کاملStochastic Differential Equations on Manifolds
In [1] and [2], we studied the problem of the existence and uniqueness of a solution to some general BSDE on manifolds. In these two articles, we assumed some Lipschitz conditions on the drift f(b, x, z). The purpose of this article is to extend the existence and uniqueness results under weaker assumptions, in particular a monotonicity condition in the variable x. This extends well-known result...
متن کاملOn the stability of linear differential equations of second order
The aim of this paper is to investigate the Hyers-Ulam stability of the linear differential equation$$y''(x)+alpha y'(x)+beta y(x)=f(x)$$in general case, where $yin C^2[a,b],$ $fin C[a,b]$ and $-infty
متن کاملNumerical solution of second-order stochastic differential equations with Gaussian random parameters
In this paper, we present the numerical solution of ordinary differential equations (or SDEs), from each order especially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multiplicative noises). Making stochastic differe...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
سال: 2004
ISSN: 1364-5021,1471-2946
DOI: 10.1098/rspa.2004.1312