A Criterion for the Viability of Stochastic Semilinear Control Systems via the Quasi-Tangency Condition

Details A Criterion for the Viability of Stochastic Semilinear Control Systems via the Quasi-Tangency Condition A Criterion for the Viability of Stochastic Semilinear Control Systems via the Quasi-Tangency Condition

2008-11-02

arxiv.org/abs/0811.0098v3

IMA Journal of Mathematical Control and Information (2011), 28: 391-415

Mathematics

Probability

Scientific paper

10.1093/ima,mci/dnr003

In this paper we study a criterion for the viability of stochastic semilinear control systems on a real, separable Hilbert space. The necessary and sufficient conditions are given using the notion of stochastic quasi-tangency. As a consequence, we prove that approximate viability and the viability property coincide for stochastic linear control systems. We obtain Nagumo's stochastic theorem and we present a method allowing to provide explicit criteria for the viability of smooth sets. We analyze the conditions characterizing the viability of the unit ball. The paper generalizes recent results from the deterministic framework.

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