Continuous Interpolation of Solution Sets of Lipschitzian Quantum Stochastic Differential Inclusions
نویسندگان
چکیده
Given any finite set of trajectories of a Lipschitzian quantum stochastic differential inclusion (QSDI), there exists a continuous selection from the complex-valued multifunction associated with the solution set of the inclusion, interpolating the matrix elements of the given trajectories. Furthermore, the difference of any two of such solutions is bounded in the seminorm of the locally convex space of solutions.
منابع مشابه
On The Solution Sets Of Semicontinuous Quantum Stochastic Differential Inclusions∗
The aim of this paper is to provide a unified treatment of the existence of solution of both upper and lower semicontinuous quantum stochastic differential inclusions. The quantum stochastic differential inclusion is driven by operatorvalued stochastic processes lying in certain metrizable locally convex space. The unification of solution sets to these two discontinuous non-commutative stochast...
متن کاملEpi-Lipschitzian reachable sets of differential inclusions
The reachable sets of a differential inclusion have nonsmooth topological boundaries in general. The main result of this paper is that under the well–known assumptions of Filippov’s existence theorem (about solutions of differential inclusions), every epi-Lipschitzian initial compact set K ⊂ RN preserves this regularity for a short time, i.e. θF (t, K) is also epi-Lipschitzian for all small t >...
متن کاملStochastic differential inclusions of semimonotone type in Hilbert spaces
In this paper, we study the existence of generalized solutions for the infinite dimensional nonlinear stochastic differential inclusions $dx(t) in F(t,x(t))dt +G(t,x(t))dW_t$ in which the multifunction $F$ is semimonotone and hemicontinuous and the operator-valued multifunction $G$ satisfies a Lipschitz condition. We define the It^{o} stochastic integral of operator set-valued stochastic pr...
متن کاملDiscrete Approximations, Relaxation, and Optimization of One-Sided Lipschitzian Differential Inclusions in Hilbert Spaces
We study discrete approximations of nonconvex differential inclusions in Hilbert spaces and dynamic optimization/optimal control problems involving such differential inclusions and their discrete approximations. The underlying feature of the problems under consideration is a modified one-sided Lipschitz condition imposed on the right-hand side (i.e., on the velocity sets) of the differential in...
متن کاملComputational Method for Fractional-Order Stochastic Delay Differential Equations
Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...
متن کامل