Abstract
We establish necessary and sufficient conditions for a many-dimensional diffusion process to reside in a fixed domain with probability one.
Similar content being viewed by others
References
J. P. Aubin, “Viability theory”, in: System & Control. Foundation & Applications (1991), p. 543.
I. I. Gikhman and A. V. Skorokhod, Introduction to the Theory of Random Processes [in Russian], Nauka, Moscow (1977).
Additional information
Institute of Mathematics, Ukrainian Academy of Sciences, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal. Vol. 49, No. 10, pp. 1316–1323, October, 1997.
Rights and permissions
About this article
Cite this article
Gasanenko, V.A. Viability of solutions of many-dimensional stochastic differential equations. Ukr Math J 49, 1485–1493 (1997). https://doi.org/10.1007/BF02487434
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF02487434