The viability theorem for stochastic differential inclusions2

DOI10.1080/07362999808809512zbMath0931.60059OpenAlexW2066817833MaRDI QIDQ4385646

Jean-Pierre Aubin, Giuseppe Da Prato

Publication date: 20 February 2000

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

Full work available at URL: https://doi.org/10.1080/07362999808809512

zbMATH Keywords

stochastic control problemsstochastic uncertaintycontingent uncertainty

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic analysis (60H99)

Related Items (47)

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Cites Work

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• A stochastic filippov theorem
• Stochastic nagumo's viability theorem
• Set-valued analysis

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