Invariance of stochastic control systems with deterministic arguments

Journal of Differential Equations

Volumn 200, Issue 1, 2004, Pages 18-52

  Da Prato, Giuseppe ^a   Frankowska, Hélène ^b  

^a SCUOLA NORMALE SUPERIORE   (Italy)

^b Centre de Recherche en Epistemologie Appliquee Ecole Polytechnique   (France)

Author keywords

State constraints; Stochastic control systems; Stochastic invariance; Stratonovitch drift

Indexed keywords

EID: 2342649571     PISSN: 00220396     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jde.2004.01.007     Document Type: Article

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