Deterministic characterization of viability for stochastic differential equation driven by fractional Brownian motion

DOI10.1051/cocv/2011188zbMath1263.60052OpenAlexW2123399278WikidataQ115334465 ScholiaQ115334465MaRDI QIDQ4910989

Publication date: 13 March 2013

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/cocv/2011188

zbMATH Keywords

stochastic differential equation fractional Brownian motion stochastic viability stochastic tangent set

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Related Items (9)

Invariance for rough differential equations ⋮ On the existence of solutions for stochastic differential equations driven by fractional Brownian motion ⋮ Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application ⋮ On the near-viability property of controlled mean-field flows ⋮ Viability for stochastic differential equations driven by \(G\)-Brownian motion ⋮ Stochastic differential equations driven by fractional Brownian motion ⋮ Viability for coupled SDEs driven by fractional Brownian motion ⋮ Viability of an open set for stochastic control systems ⋮ Border Avoidance: Necessary Regularity for Coefficients and Viscosity Approach

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