scientific article; zbMATH DE number 8367

zbMATH Open0741.60046MaRDI QIDQ3971014FDOQ3971014

Jean-Pierre Aubin, Guiseppe Da Prato

Publication date: 25 June 1992

Full work available at URL: http://www.numdam.org/item?id=ASNSP_1990_4_17_4_595_0

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zbMATH Keywords

viabilitystochastic invarianceset-valued random variableDifferential inclusionsstochastic ordinary differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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• Set-valued analysis
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• A Survey of Viability Theory
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• Contingent solutions to the center manifold equation
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Cited In (43)

• On the viability of solutions to conformable stochastic differential equations
• Viability for stochastic differential equations driven by \(G\)-Brownian motion
• Stochastic nagumo's viability theorem
• Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature
• Viability for differential equations driven by fractional Brownian motion
• On state-constrained porous-media systems with gradient-type multiplicative noise
• Viability for stochastic functional differential equations in Hilbert spaces driven by fractional Brownian motion
• Invariance for rough differential equations
• Viability property of jump diffusion processes on manifolds
• Non-compact-valued stochastic control under state constraints
• Viability for coupled SDEs driven by fractional Brownian motion
• Stochastic invariance for hybrid stochastic differential equation with non-Lipschitz coefficients
• On the near-viability property of controlled mean-field flows
• The stochastic reach-avoid problem and set characterization for diffusions
• Optimal control of discrete and differential inclusions with distributed parameters in the gradient form
• Young and rough differential inclusions
• Stochastic viability and a comparison theorem
• Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
• Schauder estimates for a class of second order elliptic operators on a cube.
• A viability theorem of stochastic semilinear evolution equations
• Stochastic control and compatible subsets of constraints
• Viability of moving sets for a nonlinear Neumann problem
• A new comparison theorem of multidimensional BSDEs
• Dynamic programming and error estimates for stochastic control problems with maximum cost
• Exact and possible viability for controlled diffusions.
• A note on weak viability for controllled diffusion.
• Viability for stochastic functional differential equations with infinite memory driven by a fractional Brownian motion
• Stochastic invariance for differential inclusions
• Invariance of closed convex sets for stochastic functional differential equations
• Title not available (Why is that?)
• Selection of a stochastic Landau-Lifshitz equation and the stochastic persistence problem
• GLOBAL CARLEMAN ESTIMATES FOR DEGENERATE PARABOLIC OPERATORS WITH APPLICATIONS
• Viability of an open set for stochastic control systems
• Invariance of stochastic control systems with deterministic arguments
• Contingent solutions to the center manifold equation
• The viability property of controlled jump diffusion processes
• Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach
• Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem
• Border Avoidance: Necessary Regularity for Coefficients and Viscosity Approach
• Viability for Itô stochastic systems with non-Lipschitzian coefficients and its application
• Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application
• On asymptotic equivalence of solutions of stochastic and ordinary equations
• Mean viability theorems and second-order Hamilton-Jacobi equations

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