Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems

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dc.creatorBuckdahn, Rainer
dc.creatorQuincampoix, Marc
dc.creatorRainer, Catherine
dc.creatorTeichmann, Josef
dc.date2007-07-16
dc.date2007-11-08
dc.date.accessioned2026-07-07T08:41:12Z
dc.date.available2026-07-07T08:41:12Z
dc.descriptionWe provide a short and elementary proof for the recently proved result by G. da Prato and H. Frankowska that -- under minimal assumptions -- a closed set is invariant with respect to a stochastic control system if and only if it is invariant with respect to the (associated) deterministic control system.
dc.descriptionrevised version for publication in Bulletin des Sciences Mathematiques
dc.identifierhttps://arxiv.org/abs/0707.2353
dc.identifierhttp://arxiv.org/abs/0707.2353
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/141610
dc.subjectOptimization and Control
dc.subjectProbability
dc.subject93E03; 60H10
dc.titleAnother proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems
dc.typetext

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