Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems
نویسندگان
چکیده
We 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.
منابع مشابه
A simple proof for the equivalence between invariance for stochastic and deterministic Systems
We 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 stochastically invariant if and only if it is deterministically invariant. MSC2000: 93E03, 60H10.
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