Invariance of stochastic diffusion systems

DOI10.1134/S106456241705009XMaRDI QIDQ679999zbMATH OpenOpenAlexFDO

Authors Juan-Miguel Gracia

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

zbMATH Keywords

controllable stochastic diffusion systemendpoint cost criterion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03)

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Cited in

(9)

• Invariance for stochastic reaction-diffusion equations
• 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
• scientific article; zbMATH DE number 1488206 (Why is no real title available?)
• Invariance principle for stochastic processes with short memory
• Near Invariance for Markov Diffusion Systems
• A PDE approach to stochastic invariance

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