Invariance of closed convex sets for stochastic functional differential equations
type: Item
instance of: scholarly article
title: Invariance of closed convex sets for stochastic functional differential equations
zbMATH Open document ID: 1397.60091
published in: Mediterranean Journal of Mathematics
publication date: 2018-10-02T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93E03
zbMATH DE Number: 6946410
zbMATH Keywords: stochastic invariance
zbMATH Keywords: stochastic functional differential equation
zbMATH Keywords: weak solution
zbMATH Keywords: oriented distance
author: Liping Xu
author: Jiaowan Luo
MaRDI profile type: Publication
full work available at URL: s00009-018-1199-4
OpenAlex ID: W2809049692
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cites work: Q4131410
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cites work: Viability for differential equations driven by fractional Brownian motion
cites work: Stochastic invariance of closed sets for jump-diffusions with non-Lipschitz coefficients
cites work: Q5429735
cites work: Invariance for stochastic differential systems with time-dependent constraining sets
cites work: Invariance of closed convex cones for stochastic partial differential equations
Wikidata QID: Q129579070
DOI: 10.1007/S00009-018-1199-4
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description: scientific article; zbMATH DE number 6946410