Invariance for stochastic equations with regular coefficients

Stochastic Analysis and Applications

Volumn 15, Issue 1, 1997, Pages 91-101

  Milian, Anna ^a  

^a CRACOW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031476783     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999708809465     Document Type: Article

References (3)

1. Aubin, J.P., Cellina, A., Differential Inclusions, Springer-Verlag, 1984.
2. Aubin, J.P. , Da Prato, G., Stochastic viability and invariance, Annali Scuola Normale di Pisa vol 27 (1990), 595-694.
3. Ikeda, N., Watanabe, S., Stochastic Differential Equations and Diffusion Processes, North-Holland. 1981.