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Viability Theorems for Ordinary and Stochastic Differential Equations

  • Jean-Pierre Aubin
Part of the Systems & Control: Foundations & Applications book series (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.

Keywords

Stochastic Differential Equation Differential Inclusion Viable Solution Replicator System Contingent Cone 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2009

Authors and Affiliations

  • Jean-Pierre Aubin
    • 1
  1. 1.EDOMADE (Ecole Doctorale de Mathématique de la Décision)Université de Paris-DauphineParis cedex 16France

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