Viability of solutions of many-dimensional stochastic differential equations
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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| Date: | 1997 |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1997
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5129 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860511329796751360 |
|---|---|
| author | Gasanenko, V. A. Гасаненко, В. О. |
| author_facet | Gasanenko, V. A. Гасаненко, В. О. |
| author_sort | Gasanenko, V. A. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T21:25:28Z |
| description | We establish necessary and sufficient conditions for a many-dimensional diffusion process to reside in a fixed domain with probability one. |
| first_indexed | 2026-03-24T03:11:10Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-5129 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | Ukrainian English |
| last_indexed | 2026-03-24T03:11:10Z |
| publishDate | 1997 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/71/ae24663ba7bf073e6873a7913e3e3e71.pdf |
| spelling | umjimathkievua-article-51292020-03-18T21:25:28Z Viability of solutions of many-dimensional stochastic differential equations Живучість розв'язків багатовимірних стохастичних диференціальних рівнянь Gasanenko, V. A. Гасаненко, В. О. We establish necessary and sufficient conditions for a many-dimensional diffusion process to reside in a fixed domain with probability one. Наведені необхідні та достатні умови невиходу з імовірністю 1 багатовимірного дифузійного процесу із фіксованої області. Institute of Mathematics, NAS of Ukraine 1997-10-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5129 Ukrains’kyi Matematychnyi Zhurnal; Vol. 49 No. 10 (1997); 1316–1323 Український математичний журнал; Том 49 № 10 (1997); 1316–1323 1027-3190 uk en https://umj.imath.kiev.ua/index.php/umj/article/view/5129/6954 https://umj.imath.kiev.ua/index.php/umj/article/view/5129/6955 Copyright (c) 1997 Gasanenko V. A. |
| spellingShingle | Gasanenko, V. A. Гасаненко, В. О. Viability of solutions of many-dimensional stochastic differential equations |
| title | Viability of solutions of many-dimensional stochastic differential equations |
| title_alt | Живучість розв'язків багатовимірних стохастичних диференціальних рівнянь |
| title_full | Viability of solutions of many-dimensional stochastic differential equations |
| title_fullStr | Viability of solutions of many-dimensional stochastic differential equations |
| title_full_unstemmed | Viability of solutions of many-dimensional stochastic differential equations |
| title_short | Viability of solutions of many-dimensional stochastic differential equations |
| title_sort | viability of solutions of many-dimensional stochastic differential equations |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5129 |
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