[1] Aubin J P. Viability Theory. Boston:Birkhauser, 1992
[2] Aubin J P, Frankowska H. Set-valued Analysis, Systems and Control:Foundations and Applications. Boston:Birkhauser Bonston Inc, 1990
[3] Aubin J P, Da Prato G. The viability theorem for stochastic differential inclusions. Stochastic Anal Appl, 1998, 16(1):1-15
[4] Aubin J P, Da Prato G. Stochastic viability and invariance. Annali Scuola Normale di Pisa 1990, 27:595-694
[5] Aubin J P, Da Prato G. The viability theorem for stochastic differential inclusions. Stochastic Analysis and Applications, 1998, 16:1-15
[6] Buckdahn R, Cardaliaguet P, Quincampoix M. A representation formula for the mean curvature motion. SIAM J Math Anal, 2001, 33(4):827-846
[7] Buckdahn R, Peng S, Quincampoix M, Rainer C. Existence of stochastic control under state constraints. C R Acad Sci Paris Sér, 1998, 1327:17-22
[8] Buckdahn R, Quincampoix M, Rainer C, Rascanu A. Viability in moving sets for stochastic differential equation. Adv Differential Equation, 2002, 7(9):1045-1072
[9] Buckdahn R, Quincampoix M, Rainer C, Rascanu A. Stochastic control with exit time and constraints, application to small time attainability of sets. Appl Math Optim, 2004, 49(2):99-112
[10] Bardi M, Jensen R. A geometric characterization of viable sets for controlled degenerate diffusions. Set-valued Anal, 2002, 10(2/3):129-141
[11] Cannarsa P, Prato G Da, Frankowska H. Invariant measure associated to degenerate elliptic operators. Indiana Univ Math J, 2010, 59:53-78
[12] Dupire B. Functional Itô calculus. Portfolio Research 2009:Paper No 2009-04, 2 pages
[13] Cont R, Fournié D A. Change of variable formulas for non-anticipative functionals on path space. Journal of Functional Analysis, 2010, 259:1043-1072
[14] Fölmer H. Calcul d'Itô sans sans probabilité//Séinaire de Probabilité XV, Lecture Notes in Math, vol 850. Berlin:Springer, 1981:143-150
[15] Cont R, Fournié D A. A functional extension of the Itô formula. C R Math Acad Sci Paris Ser I, 2010, 348:57-61
[16] Cont R, Fournié D A. Functional Itô calculus and stochastic integral representation of martingales. Annals of Probability, 2013, 41(1):109-133
[17] Peng S. Note on viscosity solution of path-dependent PDE and g-martingales. 2011, arxiv:1106.1144v1
[18] Delfour M C, Zolesio J P. Shape analysis via oriented distance functions. J Funct Anal, 1994, 123:129-201
[19] Prato G Da, Frankowska H. Stochastic viability of convex sets. Journal of Mathematical Analysis and Applications, 2007, 333(1):151-163
[20] Prato G Da, Frankowska H. Stochastic viability for compact sets in terms of the distance function. Dynam Systems Appl, 2001, 10:177-184
[21] Quincampoix M, Rainer C. Stochastic control and compatible subset of constraints. Bull Sci Math, 2004, 1:1-17
[22] Revuz D, Yor M. Continuous Martingales and Brownian Motion. Berlin:Springer, 1999