Viability of solutions of many-dimensional stochastic differential equations

Authors

  • V. A. Gasanenko

Abstract

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

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Published

25.10.1997

Issue

Vol. 49 No. 10 (1997)

Section

Research articles

How to Cite

Gasanenko, V. A. “Viability of Solutions of Many-Dimensional Stochastic Differential Equations”. Ukrains’kyi Matematychnyi Zhurnal, vol. 49, no. 10, Oct. 1997, pp. 1316–1323, https://umj.imath.kiev.ua/index.php/umj/article/view/5129.