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Invariance for stochastic equations with regular coefficients

 

作者: Anna Milian,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1997）
卷期: Volume 15, issue 1  

页码: 91-101

 

ISSN:0736-2994

 

年代: 1997

 

DOI:10.1080/07362999708809465

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

We give necessary and sufficient conditions for the invariance property of closed subsets of IRmby Itô and Stratonovich equations. The conditions are expressed in terms of properly defined contingent cones and in a form suitable for applications.

 

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