Stochastic Invariance for Differential Inclusions

被引：0
|
作者：
Jean-Pierre Aubin
Giuseppe Da Prato
Hélène Frankowska
机构：
[1] Université de Paris-Dauphine,Centre de Recherche, Viabilité, Jeux, Contrôle
来源：
Set-Valued Analysis | 2000年 / 8卷
关键词：
stochastic invariance; viability; stochastic differential inclusions;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The aim of this paper is to combine two ways for representing uncertainty through stochastic differential inclusions: a 'stochastic uncertainty", driven by a Wiener process, and a 'contingent uncertainty", driven by a set-valued map. The paper is also devoted to the invariance of closed under stochastic differential inclusions with a Lipschitz right-hand side, characterized in terms of stochastic tangent sets to closed subsets.
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收藏
页码：181 / 201
页数：20
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