Stochastic Invariance for Differential Inclusions

By J. Aubin, G. Da Prato, Hélène Frankowska. 2000

47 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/e208cae6936fcc3d7486ec36de523cff15668bec

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

1. H. M. Soner
2. Nizar Touzi

In Finance

1. Nizar Touzi
2. H. M. Soner
3. Marcel Nutz
4. Jianfeng Zhang
5. Ariel Neufeld
6. Bruno Bouchard
7. Shige Peng
8. Yongsheng Song

In Statistics and Probability

1. H. M. Soner
2. Nizar Touzi

Citations in the corpus

• Dynamic programming for stochastic target problems and geometric flows (2002, background): “Following Aubin et al. [2, 3 ], we shall say that the process Z is viable if”