{"id":"https://openalex.org/W2094667518","doi":"https://doi.org/10.1137/060674284","title":"Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces","display_name":"Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W2094667518","doi":"https://doi.org/10.1137/060674284","mag":"2094667518"},"language":"en","primary_location":{"id":"doi:10.1137/060674284","is_oa":false,"landing_page_url":"https://doi.org/10.1137/060674284","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5013262276","display_name":"Rainer Buckdahn","orcid":"https://orcid.org/0000-0002-3968-8012"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Rainer Buckdahn","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5044513568","display_name":"Marc Quincampoix","orcid":"https://orcid.org/0009-0004-4223-2720"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Marc Quincampoix","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5041696665","display_name":"Gianmario Tessitore","orcid":"https://orcid.org/0000-0001-9893-3703"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Gianmario Tessitore","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.0701,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.83139568,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"47","issue":"1","first_page":"218","last_page":"250"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11829","display_name":"Mathematical Biology Tumor Growth","score":0.9814000129699707,"subfield":{"id":"https://openalex.org/subfields/2611","display_name":"Modeling and Simulation"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9318000078201294,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8462015390396118},{"id":"https://openalex.org/keywords/viscosity-solution","display_name":"Viscosity solution","score":0.6252347826957703},{"id":"https://openalex.org/keywords/hilbert-space","display_name":"Hilbert space","score":0.5949656963348389},{"id":"https://openalex.org/keywords/cover","display_name":"Cover (algebra)","score":0.545749843120575},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.5191632509231567},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.4949449896812439},{"id":"https://openalex.org/keywords/compatibility","display_name":"Compatibility (geochemistry)","score":0.4424520432949066},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.36516106128692627}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8462015390396118},{"id":"https://openalex.org/C88731125","wikidata":"https://www.wikidata.org/wiki/Q7935676","display_name":"Viscosity solution","level":2,"score":0.6252347826957703},{"id":"https://openalex.org/C62799726","wikidata":"https://www.wikidata.org/wiki/Q190056","display_name":"Hilbert space","level":2,"score":0.5949656963348389},{"id":"https://openalex.org/C2780428219","wikidata":"https://www.wikidata.org/wiki/Q16952335","display_name":"Cover (algebra)","level":2,"score":0.545749843120575},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.5191632509231567},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.4949449896812439},{"id":"https://openalex.org/C2778648169","wikidata":"https://www.wikidata.org/wiki/Q967768","display_name":"Compatibility (geochemistry)","level":2,"score":0.4424520432949066},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.36516106128692627},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C17409809","wikidata":"https://www.wikidata.org/wiki/Q161764","display_name":"Geochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1137/060674284","is_oa":false,"landing_page_url":"https://doi.org/10.1137/060674284","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},{"id":"pmh:oai:boa.unimib.it:10281/5507","is_oa":false,"landing_page_url":"http://hdl.handle.net/10281/5507","pdf_url":null,"source":{"id":"https://openalex.org/S4306401259","display_name":"BOA (University of Milano-Bicocca)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I66752286","host_organization_name":"University of Milano-Bicocca","host_organization_lineage":["https://openalex.org/I66752286"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1498533402","https://openalex.org/W1972547274","https://openalex.org/W1977895389","https://openalex.org/W1986324258","https://openalex.org/W2012669342","https://openalex.org/W2029313357","https://openalex.org/W2074515356","https://openalex.org/W2077634429","https://openalex.org/W2094211501","https://openalex.org/W2098034468","https://openalex.org/W2149081875","https://openalex.org/W2171586580"],"related_works":["https://openalex.org/W2390255551","https://openalex.org/W2367511445","https://openalex.org/W2381930792","https://openalex.org/W2358901819","https://openalex.org/W745733672","https://openalex.org/W2983545107","https://openalex.org/W2389102290","https://openalex.org/W2094745766","https://openalex.org/W623607250","https://openalex.org/W2379069623"],"abstract_inverted_index":{"In":[0],"this":[1],"paper":[2],"we":[3],"study":[4],"the":[5,31,46,73,76,104,110,136],"compatibility":[6],"(or":[7],"viability)":[8],"of":[9,75,87,91,112],"a":[10,18,24,35,84,88],"given":[11],"state":[12,47],"constraint":[13],"K":[14,69],"with":[15,57],"respect":[16],"to":[17,33,65],"controlled":[19,54],"stochastic":[20],"evolution":[21],"equation":[22],"in":[23,45,96,119],"real":[25],"Hilbert":[26],"space":[27],"H.":[28,97],"We":[29,108,131],"allow":[30],"noise":[32],"be":[34],"cylindrical":[36],"Wiener":[37],"process":[38],"and":[39,129],"admit":[40],"an":[41],"unbounded":[42],"linear":[43],"operator":[44],"equation.":[48],"Our":[49,61],"assumptions":[50],"cover,":[51],"for":[52,115],"instance,":[53],"heat":[55],"equations":[56,95,118],"space-time":[58],"white":[59],"noise.":[60],"main":[62],"result":[63],"is":[64,70,83,140],"prove":[66],"that":[67,122],"if":[68],"$\\varepsilon$-viable,":[71],"then":[72],"square":[74],"distance":[77],"from":[78],"K:":[79],"$d_K^2(x):=":[80],"\\inf_{y\\in":[81],"K}|x-y|^2$":[82],"viscosity":[85,113],"supersolution":[86],"suitable":[89],"class":[90],"fully":[92],"nonlinear":[93],"Hamilton\u2013Jacobi\u2013Bellman":[94],"This":[98],"extends":[99],"already":[100],"obtained":[101],"results":[102],"into":[103],"finite":[105],"dimensional":[106],"case.":[107],"use":[109],"definition":[111],"supersolutions":[114],"\u201cunbounded\u201d":[116],"elliptic":[117],"infinite":[120],"variables":[121],"have":[123],"been":[124],"recently":[125],"introduced":[126],"by":[127],"\u015awi\u0119ch":[128],"Kelome.":[130],"discuss":[132],"several":[133],"cases":[134],"where":[135],"above":[137],"necessary":[138],"condition":[139],"also":[141],"sufficient.":[142]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2026-07-18T07:39:51.176621","created_date":"2025-10-10T00:00:00"}
