Stochastic invariance for differential inclusions

DOI10.1023/A:1008738928302MaRDI QIDQ1583992zbMATHWikidataFDO

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

Publication date 6 January 2002

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

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)

Recommendations

• The viability theorem for stochastic differential inclusions²
• scientific article; zbMATH DE number 8367
• scientific article; zbMATH DE number 1490949
• scientific article; zbMATH DE number 1202471
• On solutions to stochastic differential inclusions

Cited in

(22)

• scientific article; zbMATH DE number 5710419 (Why is no real title available?)
• The stochastic reach-avoid problem and set characterization for diffusions
• scientific article; zbMATH DE number 1490949 (Why is no real title available?)
• Stability analysis for stochastic hybrid systems: a survey
• Young and rough differential inclusions
• Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature
• A PDE approach to stochastic invariance
• Set-valued and fuzzy stochastic differential equations in M-type 2 Banach spaces
• scientific article; zbMATH DE number 1202471 (Why is no real title available?)
• Invariance for stochastic differential systems with time-dependent constraining sets
• Stochastic morphological evolution equations
• Viability of an open set for stochastic control systems
• Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition
• Invariance of stochastic control systems with deterministic arguments
• Invariance of closed convex sets for stochastic functional differential equations
• Set-valued stochastic integrals and equations with respect to two-parameter martingales
• Dynamic decentralization of harvesting constraints in the management of tychastic evolution of renewable resources
• On solutions of stochastic differential equations with parameters modeled by random sets
• Stochastic differential inclusions in terms of infinitesimal generators and mean derivatives
• scientific article; zbMATH DE number 68597 (Why is no real title available?)
• On a new set-valued stochastic integral with respect to semimartingales and its applications
• scientific article; zbMATH DE number 5591956 (Why is no real title available?)

This page was built for publication: Stochastic invariance for differential inclusions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1583992)