Stochastic invariance for differential inclusions

DOI10.1023/A:1008738928302zbMath0976.49016WikidataQ103687532 ScholiaQ103687532MaRDI QIDQ1583992

Jean-Pierre Aubin, Hélène Frankowska, Giuseppe Da Prato

Publication date: 6 January 2002

Published in: Set-Valued Analysis (Search for Journal in Brave)

zbMATH Keywords

stochastic invarianceviabilityset-valued mapstochastic differential iclusions

Mathematics Subject Classification ID

Set-valued and variational analysis (49J53) Ordinary differential inclusions (34A60) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03) Optimality conditions for problems involving randomness (49K45)

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