Mathematics – Optimization and Control
Scientific paper
2007-07-16
Mathematics
Optimization and Control
revised version for publication in Bulletin des Sciences Mathematiques
Scientific paper
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.
Buckdahn Rainer
Quincampoix Marc
Rainer Catherine
Teichmann Josef
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