Invariance of stochastic diffusion systems
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Publication:679999
DOI10.1134/S106456241705009XzbMATH Open1378.93114OpenAlexW2766813839MaRDI QIDQ679999FDOQ679999
Publication date: 22 January 2018
Published in: Doklady Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s106456241705009x
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03)
Cites Work
Cited In (9)
- Sufficient conditions for terminal invariance of stochastic jump diffusion systems
- Terminal invariance of quasi-linear stochastic diffusion systems that are nonlinear in control variable
- Terminal invariance of stochastic diffusion systems
- Terminal invariance of jump diffusions
- Title not available (Why is that?)
- Invariance principle for stochastic processes with short memory
- Near Invariance for Markov Diffusion Systems
- A PDE approach to stochastic invariance
- Invariance for stochastic reaction-diffusion equations
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