Stochastic invariance for differential inclusions

DOI10.1023/A:1008738928302zbMATH Open0976.49016WikidataQ103687532 ScholiaQ103687532MaRDI QIDQ1583992FDOQ1583992

Authors: Jean-Pierre Aubin, Hélène Frankowska, Guiseppe Da Prato 

Publication date: 6 January 2002

Published in: Set-Valued Analysis (Search for Journal in Brave)

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zbMATH Keywords

set-valued mapviabilitystochastic invariancestochastic differential iclusions

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Ordinary differential equations and systems with randomness (34F05) Set-valued and variational analysis (49J53) Optimality conditions for problems involving randomness (49K45) Stochastic systems in control theory (general) (93E03)

Cited In (21)

• Stability analysis for stochastic hybrid systems: a survey
• Dynamic decentralization of harvesting constraints in the management of tychastic evolution of renewable resources
• Stochastic differential inclusions in terms of infinitesimal generators and mean derivatives
• Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature
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• On a new set-valued stochastic integral with respect to semimartingales and its applications
• Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales
• The stochastic reach-avoid problem and set characterization for diffusions
• Young and rough differential inclusions
• Stochastic morphological evolution equations
• Invariance of closed convex sets for stochastic functional differential equations
• On solutions of stochastic differential equations with parameters modeled by random sets
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• Set-valued and fuzzy stochastic differential equations in M-type 2 Banach spaces
• Viability of an open set for stochastic control systems
• Invariance of stochastic control systems with deterministic arguments
• Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition
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• A PDE approach to stochastic invariance
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