We propose and analyze the convergence of a novel stochastic algorithm for monotone inclusions that are sum of a maximal monotone operator and a single-valued cocoercive operator. The algorithm we propose is a natural stochastic extension of the classical forward-backward method. We provide a non-asymptotic error analysis in expectation for the strongly monotone case, as L. Rosasco DIBRIS, Univ...

Differential inclusions (DIs) represent an important extension of differential equations. The other term used for DI is differential equations with a set-valued right-hand side. This tool can be used when the model reveals uncertainty that is given in terms of limits or permissible sets rather than random variables. A model of stock exchange dynamics with uncertain information and a model with ...

We prove local and global invertibility of Sobolev solutions of certain differential inclusions which prevent the differential matrix from having negative eigenvalues. Our results are new even for quasiregular mappings in two dimensions.

Our aim in this paper is to present a reduction method that solves first order functional differential inclusion the nonconvex case. This approach based on discretization of time interval, construction approximate solutions by reducing problem without delay and an application known results We generalises earlier results, right hand side has values satisfies linear growth condition instead be in...