Invariance of closed convex sets for stochastic functional differential equations

DOI10.1007/s00009-018-1199-4zbMath1397.60091OpenAlexW2809049692MaRDI QIDQ1790544

Li-Ping Xu, Luo, Jiaowan

Publication date: 2 October 2018

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00009-018-1199-4

zbMATH Keywords

weak solutionstochastic invariancestochastic functional differential equationoriented distance

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

Related Items

Viability for coupled SDEs driven by fractional Brownian motion

Cites Work

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