Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature-Reference-Cited by-同舟云学术

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Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature

Published:2003-01-09 Issue:5 Volume:21 Page:955-981
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Aubin Jean‐Pierre,Doss Halim

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1081/SAP-120024699

Reference61 articles.

1. Approximation of the viability kernel

2. Pujal, D. 2000. Valuation et Gestion Dynamiques de Portefeuilles; Thèse de l'Université de Paris‐Dauphine

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3. Viability for Coupled SDEs Driven by Fractional Brownian Motion;Applied Mathematics & Optimization;2021-04-11

4. Stochastic invariance of closed sets with non-Lipschitz coefficients;Stochastic Processes and their Applications;2019-05

5. Invariance of Closed Convex Sets for Stochastic Functional Differential Equations;Mediterranean Journal of Mathematics;2018-06-21

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