Stochastic invariance for differential inclusions

DOI10.1023/A:1008738928302zbMath0976.49016WikidataQ103687532 ScholiaQ103687532MaRDI QIDQ1583992

Giuseppe Da Prato, Hélène Frankowska, Jean-Pierre Aubin

Publication date: 6 January 2002

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

zbMATH Keywords

stochastic invariance; viability; set-valued map; stochastic differential iclusions

Mathematics Subject Classification ID

49J53: Set-valued and variational analysis

34A60: Ordinary differential inclusions

34F05: Ordinary differential equations and systems with randomness

93E03: Stochastic systems in control theory (general)

49K45: Optimality conditions for problems involving randomness

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