Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4669423 | Bulletin des Sciences Mathématiques | 2010 | 8 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)