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Stochastic nagumo's viability theorem
Authors:
J. P. Aubin a;
G. DA Prato b
| Affiliations: | a CEREMADE, Universit de Paris-Dauphine, Paris, France |
| b Scuola Normale Superiore di Pisa, Pisa, Italy |
DOI:
10.1080/07362999508809379
Publication Frequency:
6 issues per year
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(English)
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Abstract
This paper is devoted to viability of random set-valued variables by stochastic differential equations, characterized in terms of stochastic tangent sets to random set-valued variables
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