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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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Bibliographische Detailangaben
Datum:	1997
Hauptverfasser:	Gasanenko, V. A., Гасаненко, В. О.
Format:	Artikel
Sprache:	Ukrainisch Englisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 1997
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/5129
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
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