Stochastic nagumo's viability theorem

DOI10.1080/07362999508809379zbMath0816.60053OpenAlexW1990856409WikidataQ126243919 ScholiaQ126243919MaRDI QIDQ4326437

Jean-Pierre Aubin, Giuseppe Da Prato

Publication date: 16 July 1995

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999508809379

zbMATH Keywords

stochastic differential equation

Mathematics Subject Classification ID

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

Cites Work

• A stochastic filippov theorem
• Set-valued analysis
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Related Items (18)

Second Order Stochastic Inclusion ⋮ On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales ⋮ Invariance of stochastic control systems with deterministic arguments ⋮ Existence results for viability problem associated to nonconvex stochastic differentiable inclusions ⋮ Stochastic Lyapunov method ⋮ Systems with distributions and viability theorem ⋮ On nonlinear inclusions in non-smooth domains ⋮ Dynamic decentralization of harvesting constraints in the management of tychastic evolution of renewable resources ⋮ Anticipating Shocks in the State Space: Characterizing Robustness and Building Increasingly Robust Evolutions ⋮ Viability for stochastic differential equations driven by \(G\)-Brownian motion ⋮ The viability theorem for stochastic differential inclusions² ⋮ A viability theorem of stochastic semilinear evolution equations ⋮ High Order Stochastic Inclusions and Their Applications ⋮ Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature ⋮ Invariance of closed convex sets for stochastic functional differential equations ⋮ On the viability of solutions to conformable stochastic differential equations ⋮ Young and rough differential inclusions ⋮ Viable solutions of set-valued stochastic equation

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