Terminal Invariance of Stochastic Diffusion Systems
Mikhail M. Khrustalev · Automation and Remote Control · 2018
For a controlled stochastic diffusion system, we obtain sufficient conditions for the terminal criterion to be constant with probability one on the assumption of fixed initial state (invariance in perturbations) and sufficient conditions for the terminal criterion to be independent with probability one both from the realization of the random process and the initial conditions (absolute invariance).