On invariance of domains with smooth boundaries with respect to stochastic differential equations
Probability
2007-05-23 v2
Abstract
We prove constructible sufficient conditions of lack of exit by solutions of stochastic differential Ito's equations from domains with smooth boundaries
Keywords
Cite
@article{arxiv.math/0510077,
title = {On invariance of domains with smooth boundaries with respect to stochastic differential equations},
author = {Vitalii A. Gasanenko},
journal= {arXiv preprint arXiv:math/0510077},
year = {2007}
}