On invariance of domains with smooth boundaries with respect to stochastic differential equations

Vitalii A. Gasanenko

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On invariance of domains with smooth boundaries with respect to stochastic differential equations

Vitalii A. Gasanenko

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Abstract

We prove constructible sufficient conditions of lack of exit by solutions of stochastic differential Ito's equations from domains with smooth boundaries

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Vitalii A. Gasanenko. 2005-10-05. On invariance of domains with smooth boundaries with respect to stochastic differential equations. https://arxiv.org/abs/math/0510077

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