Stochastic viability for regular closed sets in Hilbert spaces (Q413811): Difference between revisions
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Summary: We present necessary and sufficient conditions to guarantee that at least one solution of an infinite dimensional stochastic differential equation, which starts from a regular closed subset \(K\) of an Hilbert space, remains in \(K\) for all times. | |||
Property / review text: Summary: We present necessary and sufficient conditions to guarantee that at least one solution of an infinite dimensional stochastic differential equation, which starts from a regular closed subset \(K\) of an Hilbert space, remains in \(K\) for all times. / rank | |||
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Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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Property / Mathematics Subject Classification ID: 60J70 / rank | |||
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Property / zbMATH DE Number: 6031540 / rank | |||
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Property / zbMATH Keywords | |||
stochastic viability | |||
Property / zbMATH Keywords: stochastic viability / rank | |||
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stochastic differential equations in infinite dimensions | |||
Property / zbMATH Keywords: stochastic differential equations in infinite dimensions / rank | |||
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distance function | |||
Property / zbMATH Keywords: distance function / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work: Q4375488 / rank | |||
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Property / cites work: Stochastic viability of convex sets / rank | |||
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Revision as of 04:32, 5 July 2024
scientific article
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English | Stochastic viability for regular closed sets in Hilbert spaces |
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Stochastic viability for regular closed sets in Hilbert spaces (English)
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8 May 2012
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Summary: We present necessary and sufficient conditions to guarantee that at least one solution of an infinite dimensional stochastic differential equation, which starts from a regular closed subset \(K\) of an Hilbert space, remains in \(K\) for all times.
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stochastic viability
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stochastic differential equations in infinite dimensions
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distance function
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