2017
Том 69
№ 9

All Issues

Viability of solutions of many-dimensional stochastic differential equations

Gasanenko V. A.

Full text (.pdf)


Abstract

We establish necessary and sufficient conditions for a many-dimensional diffusion process to reside in a fixed domain with probability one.

English version (Springer): Ukrainian Mathematical Journal 49 (1997), no. 10, pp 1485-1493.

Citation Example: Gasanenko V. A. Viability of solutions of many-dimensional stochastic differential equations // Ukr. Mat. Zh. - 1997. - 49, № 10. - pp. 1316–1323.

Full text