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Invariance for stochastic differential systems with time-dependent constraining sets - MaRDI portal

Invariance for stochastic differential systems with time-dependent constraining sets (Q2354177)

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Invariance for stochastic differential systems with time-dependent constraining sets
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    Invariance for stochastic differential systems with time-dependent constraining sets (English)
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    10 July 2015
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    stochastic differential equations
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    time-dependent constraining sets
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    invariance
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    PDE
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    viscosity solution
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    forward stochastic variational inequalities
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