Stochastic invariance for differential inclusions (Q1583992): Difference between revisions

The first objective of this paper is to combine two ways for representing uncertainty through stochastic differential inclusions: a stochastic uncertainty driven by a Wiener process and a contingent uncertainty driven by a set-valued map. The second point consists to extend to stochastic differential inclusions the invariance theorem for nonstochastic differential inclusions with a Lipschitz right-hand side, using the concepts of stochastic tangent sets to given set-valued random variables on stochastic tubes.