Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems
/ Authors
/ Abstract
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.
Journal: Bulletin Des Sciences Mathematiques