{ "id": "0707.2353", "version": "v2", "published": "2007-07-16T16:40:59.000Z", "updated": "2007-11-08T12:36:00.000Z", "title": "Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems", "authors": [ "Rainer Buckdahn", "Marc Quincampoix", "Catherine Rainer", "Josef Teichmann" ], "comment": "revised version for publication in Bulletin des Sciences Mathematiques", "categories": [ "math.OC", "math.PR" ], "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.", "revisions": [ { "version": "v2", "updated": "2007-11-08T12:36:00.000Z" } ], "analyses": { "subjects": [ "93E03", "60H10" ], "keywords": [ "closed set", "deterministic systems", "invariance", "equivalence", "deterministic control system" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2007arXiv0707.2353B" } } }