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

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/141610We 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.revised version for publication in Bulletin des Sciences MathematiquesOptimization and ControlProbability93E03; 60H10Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systemstext