A note on weak viability for controlled diffusion

Laurent Mazliak

Statistics & Probability Letters, 2000, vol. 49, issue 4, 331-336

Abstract: In this paper, we study a weak notion of viability for a controlled diffusion. Under a tangential hypothesis, we prove that the weak viability property is satisfied.

Keywords: Viability; Controlled; diffusions; Relaxed; controls (search for similar items in EconPapers)
Date: 2000
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(00)00065-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:49:y:2000:i:4:p:331-336

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().