Probability Theory — Stochastic Viability for regular closed sets in Hilbert spaces ,

نویسندگان

  • Piermarco Cannarsa
  • Giuseppe da Prato
  • Giovanni Prodi
چکیده

— 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.

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تاریخ انتشار 2011