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The viability theorem for stochastic differential inclusions2

 

作者: Jean-Pierre Aubin,   Giuseppe Da Prato,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1998）
卷期: Volume 16, issue 1  

页码: 1-15

 

ISSN:0736-2994

 

年代: 1998

 

DOI:10.1080/07362999808809512

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

The aim of this paper is to combine two ways for representing uncertainty through stochastic differential inclusions:a “stochastic uncertainty”, driven by a Wiener process, and a “contingent uncertainty”, driven by a set-valued map, as well as to consider stochastic control problems with continuous dynamir and st.ate dependent controls.

 

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