• Medientyp: Konferenzbeitrag
  • Titel: A parabolic stochastic differential inclusion
  • Beteiligte: Bauwe, Anne [Verfasser:in]; Grecksch, Wilfried [Verfasser:in]
  • Erschienen: Chemnitz: Technische Universität Chemnitz, [2005]
  • Erschienen in: Tagungsband zum Workshop "Stochastische Analysis", 27.09.2004 - 29.09.2004
  • Sprache: Englisch
  • Schlagwörter: maximal monotone operator ; set-valued mapping ; upper and lower solution ; Itô formula ; stochastic evolution inclusion ; Ito-Formel ; Mengenwertige Abbildung
  • Entstehung:
  • Anmerkungen:
  • Beschreibung: Stochastic differential inclusions can be considered as a generalisation of stochasticdifferential equations. In particular a multivalued mapping describes the setof equations, in which a solution has to be found.This paper presents an existence result for a special parabolic stochastic inclusion.The proof is based on the method of upper and lower solutions. In the deterministiccase this method was effectively introduced by S. Carl.