Stochastic invariance for differential inclusions
type: Item
instance of: scholarly article
title: Stochastic invariance for differential inclusions
zbMATH Open document ID: 0976.49016
DOI: 10.1023/A:1008738928302
author: Jean-Pierre Aubin
author: Hélène Frankowska
author: Guiseppe Da Prato
published in: Set-Valued Analysis
publication date: 2002-01-06T00:00:00Z
review text: The first objective of this paper is to combine two ways for representing uncertainty through stochastic differential inclusions: a stochastic uncertainty driven by a Wiener process and a contingent uncertainty driven by a set-valued map. The second point consists to extend to stochastic differential inclusions the invariance theorem for nonstochastic differential inclusions with a Lipschitz right-hand side, using the concepts of stochastic tangent sets to given set-valued random variables on stochastic tubes.
reviewed by: J.-P. Lepeltier
Mathematics Subject Classification ID: 49K24
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 49J53
Mathematics Subject Classification ID: 34A60
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 49K45
zbMATH DE Number: 1523583
zbMATH Keywords: stochastic invariance
zbMATH Keywords: viability
zbMATH Keywords: stochastic differential iclusions
zbMATH Keywords: set-valued map
Wikidata QID: Q103687532
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1523583