Current velocity - is symmetric derivative average random process introduced by E. Nelson. It is a natural analogue of the usual physical speed deterministic curve. If given the current velocity and the so-called derivative quadratic average (giving information on the diffusion coefficient of the process) , then under certain conditions it is possible to construct a process having a predetermined current velocity and quadratic derivative. In this review article describes the case where the set -valued current velocity and quadratic derivative , equation reduces to the inclusion.
Mean derivatives, stochastic differential inclusions whith current velocity
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