Stochastic viability for regular closed sets in Hilbert spaces (Q413811): Difference between revisions
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Latest revision as of 09:42, 30 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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