| Université Paris 6 Pierre et Marie Curie | Université Paris 7 Denis Diderot | |
| CNRS U.M.R. 7599 | ||
| ``Probabilités et Modèles Aléatoires'' | ||
Auteur(s):
Code(s) de Classification MSC:
Résumé: We prove that, given a closed set $K$ and a controlled diffusion $X_u$, if, for all $x\in K$, there exists a control $u$ such that the probability for $X_u$ to stay some time in $K$ is strictly positive, then $K$ is viable for $X_u$.
Mots Clés: Viability ; diffusion process ; stochastic control
Date: 2001-10-03
Prépublication numéro: PMA-690