Viability for constrained stochastic differential equations

zbMath0780.93085MaRDI QIDQ1308543

Serge Gautier, Lionel Thibault

Publication date: 8 December 1993

Published in: Differential and Integral Equations (Search for Journal in Brave)

zbMATH Keywords

constrained stochastic differential equationsstochastic tangential condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

Related Items (17)

Invariance for rough differential equations ⋮ Invariance of stochastic control systems with deterministic arguments ⋮ Viability for differential equations driven by fractional Brownian motion ⋮ Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks ⋮ Viability for stochastic functional differential equations with infinite memory driven by a fractional Brownian motion ⋮ On the near-viability property of controlled mean-field flows ⋮ State-constrained porous media control systems with application to stabilization ⋮ Non-compact-valued stochastic control under state constraints ⋮ Viability for coupled SDEs driven by fractional Brownian motion ⋮ Stochastic control and compatible subsets of constraints ⋮ Viability for stochastic functional differential equations in Hilbert spaces driven by fractional Brownian motion ⋮ 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 ⋮ Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature ⋮ Border Avoidance: Necessary Regularity for Coefficients and Viscosity Approach ⋮ The viability property of controlled jump diffusion processes ⋮ A note on weak viability for controllled diffusion.

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