A veraging principle for multivalued stochastic differential equations

Louis N'GORAN; Modeste N'ZI

doi:10.1515/rose.2001.9.4.399

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A veraging principle for multivalued stochastic differential equations

Louis N'GORAN and Modeste N'ZI

Published/Copyright: October 19, 2009

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Random Operators and Stochastic Equations

From the journal Volume 9 Issue 4

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APA
Harvard
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Vancouver

N'GORAN, Louis and N'ZI, Modeste. "A veraging principle for multivalued stochastic differential equations" Random Operators and Stochastic Equations, vol. 9, no. 4, 2001, pp. 399-407. https://doi.org/10.1515/rose.2001.9.4.399

N'GORAN, L. & N'ZI, M. (2001). A veraging principle for multivalued stochastic differential equations. Random Operators and Stochastic Equations, 9(4), 399-407. https://doi.org/10.1515/rose.2001.9.4.399

N'GORAN, L. and N'ZI, M. (2001) A veraging principle for multivalued stochastic differential equations. Random Operators and Stochastic Equations, Vol. 9 (Issue 4), pp. 399-407. https://doi.org/10.1515/rose.2001.9.4.399

N'GORAN, Louis and N'ZI, Modeste. "A veraging principle for multivalued stochastic differential equations" Random Operators and Stochastic Equations 9, no. 4 (2001): 399-407. https://doi.org/10.1515/rose.2001.9.4.399

N'GORAN L, N'ZI M. A veraging principle for multivalued stochastic differential equations. Random Operators and Stochastic Equations. 2001;9(4): 399-407. https://doi.org/10.1515/rose.2001.9.4.399

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Published Online: 2009-10-19

Published in Print: 2001

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A veraging principle for multivalued stochastic differential equations

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https://doi.org/10.1515/rose.2001.9.4.399

Articles in the same Issue

Some properties of solutions of stochastic differential equations driven by semi-martingales
Nonlinear variational inequalities for random weakly semimonotone operators
Nonparametric inference for parabolic stochastic partial differential equations
Universality and Arcsine Laws for random matrices. (A + U^mB)(A + U^mB)
Strong Global Law and the Sombrero probability density
A veraging principle for multivalued stochastic differential equations