Stochastic viability of convex sets
From MaRDI portal
Publication:886171
DOI10.1016/j.jmaa.2006.08.057zbMath1117.60060MaRDI QIDQ886171
Giuseppe Da Prato, Hélène Frankowska
Publication date: 26 June 2007
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2006.08.057
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)