Invariance for stochastic equations with regular coefficients
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Publication:3128359
DOI10.1080/07362999708809465zbMath0876.60034OpenAlexW1997748558MaRDI QIDQ3128359
Publication date: 16 April 1997
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999708809465
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
Related Items (6)
Non-random Invariant Sets for Some Systems of Parabolic Stochastic Partial Differential Equations ⋮ Invariance of stochastic control systems with deterministic arguments ⋮ Stochastic Lyapunov method ⋮ Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature ⋮ Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem ⋮ Regularity of finite-dimensional realizations for evolution equations
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