Stochastic viability and a comparison theorem
Colloquium Mathematicum, Tome 68 (1995) no. 2, pp. 297-316
We give explicit necessary and sufficient conditions for the viability of polyhedrons with respect to Itô equations. Using the viability criterion we obtain a comparison theorem for multi-dimensional Itô processes
@article{10_4064_cm_68_2_297_316,
author = {Anna Milian},
title = {Stochastic viability and a comparison theorem},
journal = {Colloquium Mathematicum},
pages = {297--316},
year = {1995},
volume = {68},
number = {2},
doi = {10.4064/cm-68-2-297-316},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/cm-68-2-297-316/}
}
Anna Milian. Stochastic viability and a comparison theorem. Colloquium Mathematicum, Tome 68 (1995) no. 2, pp. 297-316. doi: 10.4064/cm-68-2-297-316
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