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.

引用

页码：181 / 201

页数：20

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