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ArticleOriginal scientific text

Title

Stochastic viability and a comparison theorem

Authors 1

Affiliations

  1. Institute of Mathematics, Cracow University of Technology, Warszawska 24, 31-155 Kraków, Poland

Abstract

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

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Colloquium Mathematicum
1995/68/2
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Pages:
297-316
Main language of publication
English
Received
1994-02-11
Accepted
1994-08-16
Published
1995
Exact and natural sciences