Stochastic viability for regular closed sets in Hilbert spaces (Q413811)

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scientific article; zbMATH DE number 6031540
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Stochastic viability for regular closed sets in Hilbert spaces
scientific article; zbMATH DE number 6031540

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    Stochastic viability for regular closed sets in Hilbert spaces (English)
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    8 May 2012
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    Summary: We present necessary and sufficient conditions to guarantee that at least one solution of an infinite dimensional stochastic differential equation, which starts from a regular closed subset \(K\) of an Hilbert space, remains in \(K\) for all times.
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    stochastic viability
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    stochastic differential equations in infinite dimensions
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    distance function
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