Stochastic viability and a comparison theorem
Milian, Anna
Colloquium Mathematicae, Tome 68 (1995), p. 297-316 / Harvested from The Polish Digital Mathematics Library
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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

Publié le : 1995-01-01
EUDML-ID : urn:eudml:doc:210314 
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     title = {Stochastic viability and a comparison theorem},
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     volume = {68},
     year = {1995},
     pages = {297-316},
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Milian, Anna. Stochastic viability and a comparison theorem. Colloquium Mathematicae, Tome 68 (1995) pp. 297-316. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-cmv68i2p297bwm/

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