On invariance of domains with smooth boundaries with respect to stochastic differential equations

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

We prove constructible sufficient conditions of lack of exit by solutions of stochastic differential Ito's equations from domains with smooth boundaries

Keywords

Probability, 60 J 60

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/95504

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0510077
 http://arxiv.org/abs/math/0510077

Collections

arXiv