Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature (Q4421477): Difference between revisions
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Latest revision as of 09:51, 30 July 2024
scientific article; zbMATH DE number 1971938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature |
scientific article; zbMATH DE number 1971938 |
Statements
Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature (English)
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27 August 2003
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stochastic ordinary differential equations
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stochastic viability
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contingent curvature
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contingent epi-Hessian
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derivatives of set-valued maps
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Hamilton-Jacobi equation
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Black-Scholes partial differential equations in mathematical finance
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