We present necessary and su‰cient conditions to guarantee that at least one solution of an infinite dimensional stochastic di¤erential equation, which starts from a regular closed subset K of an Hilbert space, remains in K for all times.
Cannarsa, P., Da Prato, G. (2011). Stochastic viability for regular closed sets in Hilbert spaces. ATTI DELLA ACCADEMIA NAZIONALE DEI LINCEI. RENDICONTI LINCEI. MATEMATICA E APPLICAZIONI, 337-346 [10.4171/RLM/603].
Stochastic viability for regular closed sets in Hilbert spaces
CANNARSA, PIERMARCO;
2011-01-01
Abstract
We present necessary and su‰cient conditions to guarantee that at least one solution of an infinite dimensional stochastic di¤erential equation, which starts from a regular closed subset K of an Hilbert space, remains in K for all times.File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
PMC-DPr_RendL.pdf
accesso aperto
Descrizione: articolo
Dimensione
85.75 kB
Formato
Adobe PDF
|
85.75 kB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
