Stochastic viability for regular closed sets in Hilbert spaces
Piermarco CannarsaUniversità di Roma, Italy
Giuseppe Da PratoScuola Normale Superiore, Pisa, Italy
We present necessary and sufficient conditions to guarantee that at least one solution of an infinite dimensional stochastic differential equation, which starts from a regular closed subset K of an Hilbert space, remains in K for all times.
Cite this article
Piermarco Cannarsa, Giuseppe Da Prato, Stochastic viability for regular closed sets in Hilbert spaces. Atti Accad. Naz. Lincei Cl. Sci. Fis. Mat. Natur. 22 (2011), no. 3, pp. 337–346DOI 10.4171/RLM/603