Invariance for stochastic differential systems with time-dependent constraining sets (Q2354177)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariance for stochastic differential systems with time-dependent constraining sets |
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Invariance for stochastic differential systems with time-dependent constraining sets (English)
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10 July 2015
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stochastic differential equations
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time-dependent constraining sets
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invariance
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PDE
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viscosity solution
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forward stochastic variational inequalities
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