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 | |||
| Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J70 / rank | |||
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| Property / zbMATH DE Number | |||
| 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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| Property / zbMATH Keywords | |||
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 | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work | |||
| Property / cites work: Interest Rate Dynamics and Consistent Forward Rate Curves / rank | |||
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| Property / cites work: Q4375488 / rank | |||
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| Property / cites work: Q2753270 / rank | |||
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| Property / cites work: Stochastic viability of convex sets / rank | |||
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| Property / cites work: Stochastic Equations in Infinite Dimensions / rank | |||
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| Property / cites work: Q4652206 / rank | |||
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| Property / cites work: Differentiability of Lipschitz functions on Banach spaces / rank | |||
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| Property / cites work: Stochastic invariance and consistency of financial models / rank | |||
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| links / mardi / name | links / mardi / name | ||
Revision as of 04:32, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic viability for regular closed sets in Hilbert spaces |
scientific article |
Statements
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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