Title of article
Stochastic viability of convex sets ✩
Author/Authors
Giuseppe Da Prato، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2007
Pages
13
From page
151
To page
163
Abstract
We investigate necessary and sufficient conditions for viability of a closed convex set K under weak solutions
of a stochastic differential equation. These conditions are expressed in terms of the distance function
to K. When in addition the boundary of K is smooth, then our necessary and sufficient conditions reduce
to two relations that have to be verified just on the boundary of K.
© 2006 Elsevier Inc. All rights reserved.
Keywords
viability , Oriented distance , weak solution , stochastic differential equation
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2007
Journal title
Journal of Mathematical Analysis and Applications
Record number
935980
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