Stochastic dynamics via equations and inclusions in terms of mean derivatives and infinitesimal generators

Yu. E. Gliklikh

Voronezh State University, 1, Universitetskaya Sq., Voronezh 394006, Russia

Abstract: This is a survey of recent results on stochastic differential equations and inclusions given in terms of mean derivatives and infinitesimal generators of stochastic processes. We pay the main attention to equations and inclusions on manifolds.

Keywords: Mean derivatives, infinitesimal generators, stochastic differential equations, stochastic differential inclusions, manifolds.

MSC: Primary 60H10; Secondary 58J65

Language: English

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