Existence results for viability problem associated to nonconvex stochastic differentiable inclusions

Stochastic Analysis and Applications

Volumn 17, Issue 4, 1999, Pages 667-685

  Truong Van, Benoit ^b   Truong, Xuan Duc Ha ^a  

^a INSTITUTE OF MATHEMATICS   (Viet Nam)

^b NONE

Author keywords

Lipschitz property; Stochastic differential inclusion; Tangential condition; Viable solution

Indexed keywords

EID: 0033450327     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999908809628     Document Type: Article

References (10)

1. J.-P. Aubin, G. Da Prato, Stochastic Viability and Invariance, Annali Scuola Normale di Pisa, 27(1990), 595-614.
2. J.-P. Aubin, G. Da Prato, Stochastic Nagumo's Viability Theorem, Stochastic Analysis and Applications, 13(1995), 1-11.
3. S. Gautier, L. Thibault, Viability for Constrained Stochastic Differential Equations, Differential and Integral Equations 6(1993), no.6, 1395-1414.
4. I. Karatzas, S.E. Shreve, Brownian motion and stochastic calculus, Springer Verlag, New York, 1988.
5. M. Kisielewicz, Viability Theorem for Stochastic Inclusions, Discussiones Mathematicae - Differential Inclusions, 15(1995), 61-74.
6. A. Milian, A Note on the Stochastic Invariance for It̂o Equations, Bulletin of the Polish Academy of Sciences Mathematics, Vol.41(1993), 139-150.
7. B. Truong-Van, X.D.H. Truong, Existence of viable solutions for a nonconvex stochastic differential inclusions, Preprint 96/17(1996), University Pau, France.
8. X.D.H. Truong, Existence of Viable Solutions of Nonconvex-Valued Differential Inclusions in Banach Spaces, Portugalae Mathematica, Vol. 52(1995), 241-250.
9. X.D.H. Truong, An Existence Result for Nonconvex Viability Problem in Banach Spaces, Preprint 96/16 (1996), University Pau, France.
10. Qi Ji Zhu, On the solution set of differential inclusions in Banach spaces, J. Differential Equations, Vol. 93 (1991), N.2, 213-236.