Strong and weak solutions to stochastic inclusions
نویسندگان
چکیده
منابع مشابه
Weak Solutions of Stochastic Differential Inclusions and Their Compactness
In this paper, we consider weak solutions to stochastic inclusions driven by a semimartingale and a martingale problem formulated for such inclusions. Using this we analyze compactness of the set of solutions. The paper extends some earlier results known for stochastic differential inclusions driven by a diffusion process.
متن کاملWeak and strong solutions of general stochastic models
Typically, a stochastic model relates stochastic “inputs” and, perhaps, controls to stochastic “outputs”. A general version of the Yamada-Watanabe and Engelbert theorems relating existence and uniqueness of weak and strong solutions of stochastic equations is given in this context. A notion of compatibility between inputs and outputs is critical in relating the general result to its classical f...
متن کاملStrong solutions to stochastic Volterra equations ?
In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties for stochastic convolutions are studied. Our main results provide sufficient conditions for strong solutions to stochastic Volterra equations.
متن کاملWeak-strong Uniqueness for Measure-valued Solutions
We prove the weak-strong uniqueness for measure-valued solutions of the incompressible Euler equations. These were introduced by R.DiPerna and A.Majda in their landmark paper [10], where in particular global existence to any L initial data was proven. Whether measure-valued solutions agree with classical solutions if the latter exist has apparently remained open. We also show that DiPerna’s mea...
متن کاملInvariant Manifolds for Weak Solutions to Stochastic Equations
Viability and invariance problems related to a stochastic equation in a Hilbert space H are studied. Finite dimensional invariant C submanifolds of H are characterized. We derive Nagumo type conditions and prove a regularity result: Any weak solution, which is viable in a finite dimensional C submanifold, is a strong solution. These results are related to finding finite dimensional realizations...
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: Banach Center Publications
سال: 1995
ISSN: 0137-6934,1730-6299
DOI: 10.4064/-32-1-277-286