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Viability Theorems for Ordinary and Stochastic Differential Equations

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Viability Theory

Part of the book series: Systems & Control: Foundations & Applications ((MBC))

Abstract

This chapter is meant to be an independent introduction to the basic theorems of viability theory in the simple framework of ordinary differential equations x ' = f(x) and stochastic differential equations

$$ d\xi = f\left( {\xi \left( t \right)} \right)dt + g\left( {\xi \left( t \right)} \right)dW\left( t \right) $$

It can be omitted by readers who are only interested in the theory for differential inclusions.

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Authors and Affiliations

  1. EDOMADE (Ecole Doctorale de Mathématique de la Décision), Université de Paris-Dauphine, F-75775, Paris cedex 16, France

    Jean-Pierre Aubin

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  1. Jean-Pierre Aubin
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Aubin, JP. (2009). Viability Theorems for Ordinary and Stochastic Differential Equations. In: Viability Theory. Systems & Control: Foundations & Applications. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-0-8176-4910-4_3

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