Stochastic viability and a comparison theorem

• Autorzy: Anna Milian
• Języki publikacji: EN

Abstrakty

EN

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

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Colloquium Mathematicum
• Rocznik: 1995
• Tom: 68
• Numer: 2
• Strony: 297-316

Daty

wydano

1995

otrzymano

1994-02-11

poprawiono

1994-08-16

poprawiono

1995-01-09

Twórcy

autor

Anna Milian

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

Bibliografia

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