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

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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 
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
@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/}
}
TY  - JOUR
AU  - Anna Milian
TI  - Stochastic viability and a comparison theorem
JO  - Colloquium Mathematicum
PY  - 1995
SP  - 297
EP  - 316
VL  - 68
IS  - 2
UR  - http://geodesic.mathdoc.fr/articles/10.4064/cm-68-2-297-316/
DO  - 10.4064/cm-68-2-297-316
LA  - en
ID  - 10_4064_cm_68_2_297_316
ER  - 
%0 Journal Article
%A Anna Milian
%T Stochastic viability and a comparison theorem
%J Colloquium Mathematicum
%D 1995
%P 297-316
%V 68
%N 2
%U http://geodesic.mathdoc.fr/articles/10.4064/cm-68-2-297-316/
%R 10.4064/cm-68-2-297-316
%G en
%F 10_4064_cm_68_2_297_316

Cité par Sources :