The viability theorem for stochastic differential inclusions2
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- A stochastic filippov theorem
- Set-valued analysis
- Stochastic nagumo's viability theorem
Cited in
(54)- Properties of set-valued Young integrals and Young differential inclusions generated by sets of Hölder functions
- Viability of the solution with a perturbation and feedback control
- Stochastic control and compatible subsets of constraints
- Second Order Stochastic Inclusion
- Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems
- On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces
- The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
- Viability for stochastic functional differential equations with infinite memory driven by a fractional Brownian motion
- Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models
- The stochastic reach-avoid problem and set characterization for diffusions
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- Young and rough differential inclusions
- Stochastic set differential equations
- Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature
- Viability for differential equations driven by fractional Brownian motion
- On set-valued stochastic integrals and fuzzy stochastic equations
- Dynamic programming and error estimates for stochastic control problems with maximum cost
- Set-valued and fuzzy stochastic differential equations in M-type 2 Banach spaces
- Some applications of Girsanov's theorem to the theory of stochastic differential inclusions
- Attainability problems under stochastic perturbations
- Viability for stochastic differential equations driven by \(G\)-Brownian motion
- Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients
- Non-random Invariant Sets for Some Systems of Parabolic Stochastic Partial Differential Equations
- On the comparison theorem for multi-dimensional \(G\)-SDEs
- Invariance for rough differential equations
- Global Carleman estimates for degenerate parabolic operators with applications
- High Order Stochastic Inclusions and Their Applications
- Stochastic viability and comparison theorems for mixed stochastic differential equations
- Stochastic viability and dynamic programming
- Stochastic invariance for differential inclusions
- Viability of an open set for stochastic control systems
- Existence theorem for a stochastic wave equation with discontinuous unbounded coefficients
- Stochastic differential inclusions and diffusion processes
- A converse Lyapunov theorem for almost sure stabilizability
- On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales
- Fuzzy set-valued stochastic Lebesgue integral
- Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition
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- A note on weak viability for controllled diffusion.
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- Viability for coupled SDEs driven by fractional Brownian motion
- Invariance of stochastic control systems with deterministic arguments
- Stochastic integral with respect to set-valued square integrable martingales
- Existence of solutions of stochastic differential inclusions with standard and fractional Brownian motions
- Almost sure properties of controlled diffusions and worst case properties of deterministic systems
- Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients
- Viability for stochastic functional differential equations in Hilbert spaces driven by fractional Brownian motion
- Dynamic decentralization of harvesting constraints in the management of tychastic evolution of renewable resources
- Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process
- Representation theorems, set-valued and fuzzy set-valued Itô integral
- Satisficing versus optimality: criteria for sustainability
- On a new set-valued stochastic integral with respect to semimartingales and its applications
- Remarks on unboundedness of set-valued Itô stochastic integrals
- The Upper and Lower Solutions Method for Stochastic Inclusions with Discontinuous Multivalued Mappings
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