scientific article

zbMath1003.60059MaRDI QIDQ2753270

Hélène Frankowska, Giuseppe Da Prato

Publication date: 9 January 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationsviability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (12)

Invariance of stochastic control systems with deterministic arguments ⋮ The stochastic reach-avoid problem and set characterization for diffusions ⋮ GLOBAL CARLEMAN ESTIMATES FOR DEGENERATE PARABOLIC OPERATORS WITH APPLICATIONS ⋮ Stochastic viability of convex sets ⋮ A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations ⋮ Stochastic viability for regular closed sets in Hilbert spaces ⋮ Dynamic decentralization of harvesting constraints in the management of tychastic evolution of renewable resources ⋮ Viability for stochastic differential equations driven by \(G\)-Brownian motion ⋮ Schauder estimates for a degenerate second order elliptic operator on a cube ⋮ Well-posedness of the martingale problem for some degenerate diffusion processes occurring in dynamics of populations ⋮ Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems ⋮ Viability of an open set for stochastic control systems

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