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Existence results for viability problem associated to nonconvex stochastic differentiable inclusions

 

作者: Benoit Truong- Van,   Truong Xuan Due Ha,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1999）
卷期: Volume 17, issue 4  

页码: 667-685

 

ISSN:0736-2994

 

年代: 1999

 

DOI:10.1080/07362999908809628

 

出版商: Marcel Dekker, Inc.

 

关键词: Stochastic Differential Inclusion;Viable Solution;Tangential Condition;Lipschitz Property

 

数据来源: Taylor

 

摘要:

For the stochastic viability problem of the formwhereK, Fare nonconvex-valued mapsgis a single-valued functionWis a standard Wiener process, we establish the existence of solutions under the assumption thatFandgpossess Lipschitz property and satisfy the tangential condition introduced by J Aubin and G Da Prato

 

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