Stochastic viability for regular closed sets in Hilbert spaces

DOI10.4171/RLM/603zbMath1239.60054OpenAlexW2095388423MaRDI QIDQ413811

Giuseppe Da Prato, Piermarco Cannarsa

Publication date: 8 May 2012

Published in: Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4171/rlm/603

zbMATH Keywords

distance functionstochastic differential equations in infinite dimensionsstochastic viability

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (5)

Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application ⋮ Positivity of solutions in a perturbed age-structured model ⋮ Viability for coupled SDEs driven by fractional Brownian motion ⋮ Invariance of closed convex sets for stochastic functional differential equations ⋮ Regularity results for nonlinear Young equations and applications

Cites Work

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• Stochastic viability of convex sets
• Differentiability of Lipschitz functions on Banach spaces
• Interest Rate Dynamics and Consistent Forward Rate Curves
• Stochastic invariance and consistency of financial models
• Stochastic Equations in Infinite Dimensions

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