Viability of solutions of many-dimensional stochastic differential equations

  • 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.
Published
25.10.1997
How to Cite
GasanenkoV. 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.
Section
Research articles