| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4622550 | Journal of Mathematical Analysis and Applications | 2007 | 13 Pages |
Abstract
We investigate necessary and sufficient conditions for viability of a closed convex set K under weak solutions of a stochastic differential equation. These conditions are expressed in terms of the distance function to K. When in addition the boundary of K is smooth, then our necessary and sufficient conditions reduce to two relations that have to be verified just on the boundary of K.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
