Stochastic invariance for differential inclusions (Q1583992): Difference between revisions
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Revision as of 10:15, 13 February 2024
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English | Stochastic invariance for differential inclusions |
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Stochastic invariance for differential inclusions (English)
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6 January 2002
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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.
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stochastic invariance
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viability
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stochastic differential iclusions
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set-valued map
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