Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems (Q2270135)
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English | Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems |
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Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems (English)
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12 March 2010
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invariance of closed sets
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Stratonovich drift
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stochastic control system
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deterministic control system
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stochastic Taylor expansion
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