Geodesic
Stochastic viability and a comparison theorem
Colloquium Mathematicum, Tome 68 (1995) no. 2, pp. 297-316.

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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
DOI : 10.4064/cm-68-2-297-316

Anna Milian 1

1 
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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. http://geodesic.mathdoc.fr/articles/10.4064/cm-68-2-297-316/

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