Stochastic viability for regular closed sets in Hilbert spaces (Q413811): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Interest Rate Dynamics and Consistent Forward Rate Curves / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4375488 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q2753270 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stochastic viability of convex sets / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stochastic Equations in Infinite Dimensions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4652206 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Differentiability of Lipschitz functions on Banach spaces / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stochastic invariance and consistency of financial models / rank | |||
Normal rank |
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)
0 references
8 May 2012
0 references
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.
0 references
stochastic viability
0 references
stochastic differential equations in infinite dimensions
0 references
distance function
0 references