Stochastic viability and invariance

Jean-Pierre Aubin; Giuseppe Da Prato

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze (1990)

  • Volume: 17, Issue: 4, page 595-613
  • ISSN: 0391-173X

How to cite

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Aubin, Jean-Pierre, and Da Prato, Giuseppe. "Stochastic viability and invariance." Annali della Scuola Normale Superiore di Pisa - Classe di Scienze 17.4 (1990): 595-613. <http://eudml.org/doc/84089>.

@article{Aubin1990,
author = {Aubin, Jean-Pierre, Da Prato, Giuseppe},
journal = {Annali della Scuola Normale Superiore di Pisa - Classe di Scienze},
keywords = {stochastic ordinary differential equations; stochastic invariance; Differential inclusions; viability; set-valued random variable},
language = {eng},
number = {4},
pages = {595-613},
publisher = {Scuola normale superiore},
title = {Stochastic viability and invariance},
url = {http://eudml.org/doc/84089},
volume = {17},
year = {1990},
}

TY - JOUR
AU - Aubin, Jean-Pierre
AU - Da Prato, Giuseppe
TI - Stochastic viability and invariance
JO - Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
PY - 1990
PB - Scuola normale superiore
VL - 17
IS - 4
SP - 595
EP - 613
LA - eng
KW - stochastic ordinary differential equations; stochastic invariance; Differential inclusions; viability; set-valued random variable
UR - http://eudml.org/doc/84089
ER -

References

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  1. [1] J.-P. Aubin (1990), A survey of viability theory, SIAM J. Control & Optim. Zbl0714.49021
  2. [2] J.-P. Aubin (to appear), Viability Theory. 
  3. [3] J.-P. Aubin - A. Cellina (1984), Differential Inclusions, Springer-Verlag. Zbl0538.34007
  4. [4] J.-P. Aubin - G. Da Prato (1990), Solutions contingentes de l'équation de la variété centrale, CRAS. 311, p. 295-300. Zbl0714.34072
  5. [5] J.-P. Aubin - G. Da Prato (to appear), Contingent Solutions to the Center Manifold Equation, Annales de l'Institut Henri Poincaré, Analyse Non Linéaire. Zbl0745.34039
  6. [6] J.-P. Aubin - H. Frankowska, Set-Valued Analysis, Systems and Control: Foundations and Applications, Birkhäuser, Boston, Basel (1990). Zbl0713.49021
  7. [7] A. Bensoussan, Stochastic Control by Functional Analysis Methods, North-Holland (1982). Zbl0474.93002
  8. [8] A. Bensoussan - J.-L. Lions, Applications des inéquations variationnelles en contrôle stochastique, Dunod (1978). Zbl0411.49002
  9. [9] W.M. Wonham, Linear Multivariable Control. A Geometric Approach, Springer-Verlag (1985). Zbl0609.93001

Citations in EuDML Documents

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  1. Tianyang Nie, Aurel Răşcanu, Deterministic characterization of viability for stochastic differential equation driven by fractional brownian motion
  2. Anna Milian, Stochastic viability and a comparison theorem
  3. Jean-Pierre Aubin, Guiseppe Da Prato, Contingent solutions to the center manifold equation
  4. Mariusz Michta, On risk reserve under distribution constraints
  5. Benoit Truong-Van, Truong Xuan Duc Ha, Existence of viable solutions for a nonconvex stochastic differential inclusion
  6. Dan Goreac, Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
  7. Dan Goreac, Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
  8. Dan Goreac, Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks

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