Invariance of stochastic control systems with deterministic arguments

DOI10.1016/j.jde.2004.01.007zbMath1066.93049OpenAlexW2068479231MaRDI QIDQ1880747

Hélène Frankowska, Giuseppe Da Prato

Publication date: 1 October 2004

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2004.01.007

zbMATH Keywords

state constraintsstochastic invarianceviabilitystochastic control systemsdeterministic control system with two controlsregularity of a diffusionstochastic control system with time independent controlsStratonovich drift

Mathematics Subject Classification ID

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

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