Stochastic viability of convex sets
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Publication:886171
DOI10.1016/j.jmaa.2006.08.057zbMath1117.60060OpenAlexW1969435656MaRDI QIDQ886171
Hélène Frankowska, Giuseppe Da Prato
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
Related Items (14)
Affine Diffusions with Non-Canonical State Space ⋮ GLOBAL CARLEMAN ESTIMATES FOR DEGENERATE PARABOLIC OPERATORS WITH APPLICATIONS ⋮ Polynomial diffusions and applications in finance ⋮ Representation theorem and viability property for multidimensional BSDEs and their applications ⋮ Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application ⋮ A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations ⋮ Stochastic viability for regular closed sets in Hilbert spaces ⋮ Viability for stochastic differential equations driven by \(G\)-Brownian motion ⋮ Viability for coupled SDEs driven by fractional Brownian motion ⋮ Polynomial diffusions on compact quadric sets ⋮ Stochastic invariance of closed sets with non-Lipschitz coefficients ⋮ Invariance of closed convex sets for stochastic functional differential equations ⋮ Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem ⋮ Maximal regularity for gradient systems with boundary degeneracy
Cites Work
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- Degenerate stochastic differential equations and super-Markov chains
- Invariance of stochastic control systems with deterministic arguments
- Invariant measure for a class of parabolic degenerate equations
- Fleming–Viot Processes in Population Genetics
- On a class of degenerate elliptic operators arising from Fleming-Viot processes
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