Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems (Q2270135)

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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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