Stabilisation of differential inclusions and PDEs without uniqueness by noise

Abstract

We prove that the asymptotic behaviour of partial differential inclusions and partial differential equations without uniqueness of solutions can be stabilised by adding some suitable Itǒ noise as an external perturbation. We show how the theory previously developed for the single-valued cases can be successfully applied to handle these set-valued cases. The theory of random dynamical systems is used as an appropriate tool to solve the problem.